This episode expands the boundaries of the world. We spend about half the episode with new characters, most of which are not connected to Shadow and Mr. Wednesday. Also, Shadow learns why everyone is fighting over him. The power of his faith and imagination.
Shadow mocks Zorya Polunochnaya for believing there is a monster trapped in the stars. But the same beliefs that manifested her would have manifested that creature. Shadow starts in that place of skepticism but evolves as his preconceptions are eroded. Mr. Wednesday challenges him when they have lunch, to confront the idea that he believes in what people on TV tell him but not in his own power. Shadow can't believe that he can change the world.
The show establishes that he can. I'm interested in why Shadow can't grapple with this. On the one hand, he has a point. It is extremely weird. But is there anything deeper going on with Shadow's self-worth? This episode doesn't dig into that, but I don't think it is as simple as Shadow having to learn new rules to the universe. I think there are things he can't afford to believe about himself.
Mr. Wednesday illustrates the way your mind can transform in the light of a new paradigm, by reminding Shadow what it was like to love Laura. He says that he never loved anyone before her. If this is true, what does it tell us about Shadow's past? About what might be holding him back from believing in himself? Does he think he isn't worthy of love?
This episode exposes more of the world of American Gods, but it also reveals more about the interior life of Shadow. We get a sense that he has a more complicated interior life than just wanting to stay out of jail, or missing his wife. He is carrying some emotional baggage. Old emotional baggage that pre-dates his marriage. This episode is setting something up to be paid off later. Not a huge sexy plot point, but a quiet inner-truth. I like that Shadow's power is tied to this truth, though.
I think this episode has a lot to say about personal faith and identity. Mrs. Fadil's entire after-life experience grows out of her deeply-buried half-forgotten childhood faith. It determines her eternal destiny. It feels like Mrs. Fadil never really saw herself as part of her own family. She stands apart, just as her fundamental faith is different than her household's. Salim's belief in the Jinn gives both of them comfort, and is the source of Salim's second lease on life. He literally becomes a new person because of his faith. Shadow also shifts in this episode. He becomes Andy Haddock, as part of the robbery. Wednesday doesn't tell him what to do. Shadow shifts his mind and creates the persona, just like he manifests the snow. This expansion-of-self scares him in a way that it doesn't the others. Shadow has things in his past to settle. He doesn't trust himself.
Overall, this episode fills the world in. It brings it to life in a new way. I think it slows down Shadow's story too much, but the side-stories work so well that I am willing to wait.