When you were a kid, did you ever watch one of those educational cartoons where words seem to be real, physical objects? We're thinking Sesame Street or Schoolhouse Rock here. You know, a character is walking down the street, and suddenly a word seems to fly out of the sky or appear in the middle of the street like a roadblock. Kind of like the trains in "Conjunction Junction."
The setting of "The Day Lady Died" looks like regular old Manhattan, but it's really an obstacle course with words and names popping up all over the place like some kind of literary Whack-A-Mole. The speaker is just trying to run his errands before he heads to East Hampton. First, though, he has to make it past the obstacles, some of which are capitalized; it's almost as if he has to physically climb over them. "NEW WORLD WRITING...Richard Lattimore...PARK LANE." All these brands and authors swarm around him like the flying monkeys from The Wizard of Oz. Taken together, they give a very concrete idea of the intellectual scene in the 1950s.
This scene is both exciting and overwhelming. By the middle of the poem, the various images have put the speaker in a state of "quandariness," or intense confusion (line 19). They crowd the poem and stick to our clothes like the "muggy" summer air (line 6).
However, when the speaker sees a copy of the New York Post with Billie Holiday's face on it, the setting suddenly shifts to a nightclub called the "5 SPOT." It's as if he has entered a literary teleport machine (also known as his memory). Like the street, the club is hot and muggy, but suddenly the crowded confusion seems pleasant. We're swaying back and forth to Holiday's mesmerizing voice. We've made it through the obstacle course, and this is our reward.