Holly is rarely without her dark glasses, and these quite obviously prevent people from seeing what's going on behind them. Her eyes are almost always covered up, making it difficult to know what she's feeling at any given moment (you know, the whole "eyes are the window to the soul" thing). The dark glasses represent yet another way for Holly to keep those around her from getting too close and the shades are a physical and literal way for her to cover herself up, to prevent herself from being exposed. They serve, in many ways, as a mask.
Other masks appear in the story as well, particularly in the scene when Holly and the narrator steal Halloween masks from a drugstore. They wear the stolen masks all the way home, again concealing their true identities from each other and from the world around them. The novel is filled with people hiding behind something, and for Holly it's often something as obvious as a mask.