Harold Lloyd spent the early part of his career playing the rather annoying and slapstick "Lonesome Luke". Lloyd reportedly hated the character, though the films were popular--though far from refined. Today only a handful of these very early Lloyd films exist due to the degradation of the nitrate prints. At around the time of HEY THERE!, Lloyd began experimenting with a new character--the bespectacled man which was to bring his huge success in the 1920s. However, despite Lloyd looking more familiar in this film, his personality as the "everyman" wasn't yet fully formed. As a result, he just doesn't always act like the Lloyd of his later glory years. He's funny--just not as funny or refined as in later films.
In this film, Lloyd runs into a lady on the sidewalk and she drops a letter. Lloyd is obviously interested in her and follows her to return the letter. However, when she goes to work at a movie studio, Harold tries and tries to sneak inside. In doing so, he behaves very "un-Harold Lloyd"--slapping around a midget and behaving rather boorishly. This is very typical of 1910s slapstick but so unlike the later sweet Lloyd character. As a result, it was really hard to care for him, as his character was a bit of a jerk.
Amusing yes, but that's all. And to make matters worse, the print is in horrible condition starting towards the middle. This is supposedly a restored version but it's in need of much more archival work.