She began to fully realize the need to license her books properly when , after she had successfully published The Tale of Squirrel Nutkin , her father found a toy squirrel called Nutkin at the Burlington Arcade in Christmas 1903 . The enormous financial loss ... ( to Potter ) only became evident over time '' , but the necessity of protecting her intellectual property hit home after the successful 1903 publication of The Tale of Squirrel Nutkin when her father returned from the Burlington Arcade in Mayfair at Christmas 1903 with a toy squirrel labeled Nutkin .