West directly introduces a complete world of suffering within the first few pages of Miss Lonelyhearts through the voices of the sufferers themselves. Like fellow American writer Sherwood Anderson, West focuses on "grotesques," characters who often have physical disfigurements or ailments that match their ravaged, broken interiors. Miss Lonelyhearts is their Christ-like savior, a leader who may offer them salvation by way of his moral guidance. But West also shows us Miss Lonelyhearts on the day when the "joke" of his columns has lost its punch. He is a faithful Christian who can no longer bear his cruel, cynical environment. We are challenged to determine what is worse: the fact that such grotesques exist, or that Shrike—and formerly Miss Lonelyhearts, we are to assume—derives voyeuristic, unsympathetic pleasure from the readership's desperate pleas and are unwilling to offer any real help?

Suffering is a constant, so the unsympathetic treatment the grotesques—and Miss Lonelyhearts and Miss Farkis—receive from Shrike may be more unsettling to us. If Miss Lonelyhearts is the novel's Christ-figure, Shrike is its shrieking anti-Christ—his name almost sounds like "Christ" backwards or the word "shriek" itself—and a violent egotist who affects a dead pan expression not for comedic intent but to obscure his own emotions. Miss Lonelyhearts is a dead pan world where even the physical environment is grotesque, sterile and violent (note the shadow in the park which "pierced him like a spear"). West is far ahead of his time in his depiction of Shrike as a man whose cynicism is so tremendous it can pose as earnestness. Shrike's vision of art as salvation is not sincere, as he appreciates art only for its associations with sex and indulgence. "Renaissance" literally means "reborn," but West refutes Shrike's elevation of Renaissance sexuality by portraying the link between sex and violence or death. Each of the stories of the three grotesques relates to sex—pregnancy, longing for a boyfriend, intercourse—and reveals its morbid complement—pain caused by pregnancy, a birth defect, rape.

Miss Lonelyhearts can do little to help the grotesques. He is, after all, merely a frustrated, pigeonholed writer, and the depth (and even style) of his readers' letters far exceed his platitudinous greeting-card sentiments. Shrike speaks of Miss Lonelyhearts's advice as "stones" and compares the "daily stone" to the daily sustenance of bread. The Biblical overtones of Shrike's words—"man cannot live by bread alone"—recall another Biblical association, one concerning literal stones: "Let he who is without sin cast the first stone." Miss Lonelyhearts, who has run out of "stones" to offer his readers save the one in his stomach, tries to cast this one last stone, but has no target. This is perhaps an acknowledgement of Miss Lonelyhearts's own sin. After all, the religious Miss Lonelyhearts does frequent an illegal speakeasy, a reminder of Prohibition in the U.S. (Prohibition was repealed in 1933, the year the novel was published). This contradiction can be explained by the reasoning that Miss Lonelyhearts upholds God's absolute laws and not necessarily man's arbitrary ones—even Jesus turned water into wine. Rather, Miss Lonelyhearts's sin is found in his submission to Shrike, his compliance in a country in which the Great Depression engenders millions of individual depressions. Miss Lonelyhearts's sin comes from letting himself slowly turn into a stone, into an unfeeling audience who withholds his potential for compassion. The image of the stone figures prominently in later episodes of the novel.

Many critics have read Miss Lonelyhearts as an allegory of the Depression, which besieged America from the stock market crash in 1929 until the economic boom that accompanied World War II. So far in the story, Miss Lonelyhearts is unwilling to share his belief that faith can conquer depression, but it remains to be seen whether he does so out of fear for his own image—a fear Shrike's constant leering upholds—or from the recognition that no one will believe such a simple message in a time of cynicism, cruelty, and death.