Most of "Immigrant Blues" involves exploring a series of identities. Our speaker brings up a number of titles for the story of immigrant experience, and each one is a different crack at defining the immigrant experience, or identity. Plus, he seems to identify himself with his roles in relationships: as son, father, and lover. And finally, he wonders about his personal, existential identity. Are we our bodies? Our souls? Are we separate from others? These are some tough questions. No wonder our speaker's so befuddled.
Our speaker relies on names and conversations to construct the "story" of who he is and how he relates to the world and the people around him.
Death, or rather the fear of it, is a big part of our speaker's identity.