Booker says that the hero in this stage of this plot type is often "young and naïve," "curious," and "reckless." This certainly sounds like our Jean. These characteristics, combined with the death of his mother, open him to a "shattering new experience" and propel him into "a strange world." So, what strange new experience do teenagers often have in the summer? That's right, a job. In this case, a job as an art teacher in Montreal, Canada, a place he's never been.
In this stage the hero is excited by being in the new place, but doesn't exactly "feel at home." Jean is enthusiastic about his job, and this enthusiasm seems to find reward when he sees Sister Irma's art. Jean is infatuated with Sister Irma and thinks he's found a pupil, a great artist whom he can help rise to artistic fame. He's inspired by the idea of himself as a great teacher. As we soon learn, he also has romantic feelings for Sister Irma, whom he imagines as a young woman. The existence Jean describes has a temporary feel to it. He's not really "at home" with the strictly scheduled, no-smoking-in-the office, no-chairs-in-the bedroom arrangement at the Yoshoto's or with the long-distance communication with his students. The mysterious moaning in the night doesn't help either.
In this stage our hero's "mood of adventure changes to one of frustration" and "a shadow starts to intrude" mucking up hero's plan. In "De Daumier-Smith's Blue Period," frustration is part of the "Anticipation" stage as well. In fact, Jean grows increasingly frustrated until he gets the teaching job. Perhaps he gets even more frustrated with things when he thinks that Yoshoto plans to use him as a glorified secretary. Though momentarily relieved when Yoshoto does give him students, Jean quickly lapses back into frustration when he sees that that these students don't have any talent. Jean remains frustrated until he sees Sister Irma's work. In his fantasy of her, he finds inspiration and hope. Everything is dashed, however, when he gets the letter from the Mother Superior stating that Father Zimmerman has withdrawn permission for sister Irma to study art. And then it's back to frustration.
Booker also says that in this stage "a shadow starts to intrude" on the hero's dream stage. In the case of Jean, it's his own shadow that begins to intrude, or, you might even say that Jean is the shadow. Remember, "Jean" is not his real name or identity. He has taken on a new identity, relegating his real one to the shadows. But, life now is no more satisfying than it was life before he remade himself. Internally, he is rebelling again this fictitious Jean who is only a shadow of himself. The narrator also uses the personality of Jean as armor against the pains of being alive in the world or loss and grief. This armor is thin. So, the shadow can be seen as the force driving him back to himself.
The 'official' nightmare stage of Jean's story begins when he gets the letter from the Mother Superior withdrawing Sister Irma as a student, but Jean's actual nightmare begins when his mother dies and continues (at least) until he leaves Montreal. His experience in Montreal can be looked at as a nightmare within the larger nightmare. Notice how everything that happens to Jean seems to be operating on a kind of dream logic? From his initial encounter with the bus-driver, to his vision of musical chairs, to getting the job itself seems like one very exciting and confusing dream/nightmare.
The real key that this is a nightmare is that every night during Jean's stay "one or the other Yoshotos began to moan in his or her sleep, just the other side of Jean's wall" (24). This does not necessarily suggest that Jean's story is a literal dream, or nightmare, but suggests that life for those in grief takes on a dreamlike haze, and often becomes a bad dream from which one still hopes to wake.
In this stage "the threat closing in on the hero becomes too much to bear." In this case the made-up Jean can be seen as the threat in that he could possibly take over Jean's "real" personality. He doesn't exactly escape, but, rather, has the proverbial rug pulled from beneath his feet. The school loses its license and he has no reason to stay in Montreal. Not exactly a thrilling escape, but that's part of the point.
Salinger might be poking fun at adventure stories (which often follow a "Voyage and Return" plot) by virtually lopping of the "Thrilling Escape" stage, and moving right on to the "Return." Furthermore, Jean's journey to Montreal can be seen as an elaborate "escape" from his life. His return to his life isn't an escape from something else, but rather a return from his self-imposed exile from Bobby, the only family he seems to have. One important thing Jean is beginning to learn is how not to take the feelings of others for granted. By continuing to communicate with Bambi, who he initially judged harshly, he shows that he has changed.