This episode is all about pushing the characters out of their starting circle and along their path for the rest of the story. The table has been set, but now the first course is being served.
Mr. Wednesday has been pulling strings with confidence from the first episode. Keeping a low profile has been a priority. No cell phones. No email. He even distrusts the highways. Now his plan has gone off the rails. Laura wasn't supposed to come back. The bank robbery was meant to be untraceable. He hired Mad Sweeney to test Shadow, but now Sweeney has revealed that Wednesday is Odin. Worst of all, Mr. World has found him and will be watching even closer from now on.
Laura is completely in love with Shadow now. Magically, she is able to move past whatever emotional problem had been troubling her before. Except now it is too late. Shadow won't love her back. There is too much pain and betrayal between them. And she can't wait for him to get over it, because Mad Sweeney wants her coin back, Anubis wants her spirit back, and her body is rotting more by the day. She has the mystical storybook kind of love that she could never have believed in when she was alive, but it only makes things worse. Now she just feels more alone and hurt when Shadow leaves.
The Technical Boy has been living the nightmare of a Baby Boomer's cliched assumptions about Millennials. He has been acting with impunity and over-asserting his right to do so. He made demands. He gave orders. He answered only to himself. Not only has he been reigned in, though. Now he is being humiliated. Rather than blaming Media or Mr. World, all of his anger is falling on Shadow. He lacks the insight to blame himself. He lacks the power to fight back against his punishment. So he will do what every bully does. Take it out on someone he believes is vulnerable. He is more focused on Shadow than ever.
Shadow has been trying to grapple with the bizarre world outside of prison since the first episode. Mr. Wednesday has been trying to expand his mind. He has told him that what is impossible for others is completely possible for Shadow. There is no more room for denial and no more time to explore his abilities. Mr. World knows who he is, and is powerful enough to fearlessly wipe out a small-town police force just to talk to him. Shadow has to adapt or die.
All of the characters are being forced to reconsider their identities. Wednesday can't be the sneaky con-man when his enemies know his every move. Laura is dead and she has to reckon with it. The Technical Boy is on a leash for the first time in his life. Shadow can't wait for direction or help. He has to start making his own choices. This pressure forces the characters to reckon with their identity.
Shadow has to accept that he is inadequate to deal with the problems in his life now. Just loving Laura isn't good enough. When she says, "I love you," he clearly wants to answer but he stops himself. Loving her won't fix the pain of her betrayal and death. To move past the pain he has to stop loving her, and to accomplish that he has to change.
But what is identity? Mr. World reels off a list of intimate facts about Shadow, but does that mean that he knows him? Are we a collection of facts? The inevitable outcome of our past actions? Mr. World offers Mr. Wednesday a new way to survive in the modern world. Is Mr. Wednesday able to change, though, even if he wants to? As a god, he is a consequence of the belief that manifested him. How much agency does he have over himself? Can the Technical Boy hate his fellow New Gods, or does his nature demand that he resent the past? Now that Laura is dead, she feels things she couldn't when she was alive. Is that because she is a new person? And are her feelings as unchangeable as her rotting body?
All the characters need to change, but how many of them actually can? Shadow can. And he has the unique ability to change the world. Perhaps, if he believes strongly enough, he could change the world enough for Mr. Wednesday to survive. For Laura to live again. To reprogram reality. But he isn't ready for that kind of belief yet. He has many more changes to make before he is.