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"I own to you that just then I perceived - in a new light, as it were—how unwholesome the pilgrims looked, and I hoped, yes, I positively hoped, that my aspect was not so - what shall I say?—so—unappetizing: a touch of fantastic vanity which fitted well with the dream-sensation that pervaded all my days at that time." (2.14)
Marlow hopes he looks prettier than the pilgrims, even though his stunning good looks might get him eaten by his own cannibal aides. In this situation, caring about your appearance goes beyond vanity right toward madness. (Seriously, wouldn't the rational response be to uglify yourself as much as possible?)
"Were we to let go our hold of the bottom, we would be absolutely in the air - in space. We wouldn't be able to tell where we were going to - whether up or down stream, or across - till we fetched against one bank or the other - and then we wouldn't know at first which it was." (2.15)
Marlow knows that if he follows the manager's orders and begins sailing again in the fog, left will become right, upstream will become downstream, and they will probably die. It's good to know that he's clinging to some shred of sanity.
"You should have seen the pilgrims stare! They had no heart to grin, or even to revile me: but I believe they thought me gone mad - with fright, maybe. I delivered a regular lecture." (2.17)
The pilgrims think their captain Marlow has gone mad with fear when he does something as mundane as giving a lecture while everyone else is freaking out from paranoia.