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Fitzgerald structures and narrates “Winter Dreams” in a way that reflects his critical view of the world he depicts in the story. Like the sectional dividers in the story, Fitzgerald’s characters lead fractured, incomplete existences as they search for pleasure and wealth. The story is composed of six sections of varying lengths, which suggest the many affections and betrayals that characterize Dexter and Judy’s relationship. In addition, this particular structure suggests that when it comes to issues of identity and self-awareness, there is no coherent core to ground these characters in their search for stability and meaning. Indeed, a clearly defined sense of self is what Dexter lacks. Like this story, which relates aspects of his coming-of-age, he is the product of fragmentary experiences. He attempts to find in Judy the clarity and direction that his life lacks.

Fitzgerald’s view of Dexter’s and Judy’s whirlwind lives and the ways they conduct them is apparent in the way he narrates the story. His technique of addressing the reader directly at several points in the story lends “Winter Dreams” an immediacy and underscores the fact that Fitzgerald is not only telling his story but also selecting specific details from his characters’ lives for a reason. When Dexter returns to the Sherry Island Golf Club, for example, Fitzgerald writes, “But the part of his story that concerns us . . .” an address that suggests that we and Fitzgerald are complicit, looking in on Dexter’s life. Direct address also takes the form of rhetorical questions, which Fitzgerald poses to us to reveal Judy’s propensity for “acting” in the presence of her admirers. Ultimately, Fitzgerald’s structure and narrative voice suggest a purpose to his writing of the story. In a way, he is holding up the travails of Dexter and Judy as a warning to readers who may also be caught up in decadent lives or the romantic whims of another person.