check out our:
They were so ignorant, and they had those sad, fancy hats on and all. And that business about getting up early to see the first show at Radio City Music Hall depressed me. If somebody, some girl in an awful-looking hat, for instance, comes all the way to New York – from Seattle, Washington, for God's sake – and ends up getting up early in the morning to see the goddam first show at Radio City Music Hall, it makes me so depressed I can't stand it. I'd've bought the whole three of them a hundred drinks if only they hadn't told me that. (10.50)
Holden is depressed that these girls are just lapping up phoniness of New York. They've traveled all this way just to see a bunch of phony dancers prancing around Radio City Music Hall. Well, when you put it that way …
New York's terrible when somebody laughs on the street very late at night. You can hear it for miles. It makes you feel so lonesome and depressed. I kept wishing I could go home and shoot the bull for a while with old Phoebe. (12.1)
The literal only thing that seems to make Holden feel better is thinking about Phoebe—maybe because she’s the only person he can connect with.
I took her dress over to the closet and hung it up for her. It was funny. It made me feel sort of sad when I hung it up. I thought of her going in a store and buying it, and nobody in the store knowing she was a prostitute and all. The salesman probably just thought she was a regular girl when she bought it. It made me feel sad as hell—I don't know why, exactly. (13.53)
Holden doesn't know why he finds everything so depressing, but we can take a guess: he’s upset that Sunny is prostitute, that she needs to hide it from others, and that she probably doesn’t feel too good about it.