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Sono Oguki is the girl who got away. Herzog had an affair with her while he was married to his first wife Daisy, and Sono treated Herzog like a king. She even gave him baths, for crying out loud. And even years later, no matter how terrible Herzog's life gets, he knows he can always call Sono up and get her sympathy. As he thinks at one point,
She had a tender heart, and Herzog knew that if he wrote her of the sadness of his life, she would certainly cry. (5.109)
Sono is the only woman in this book who supports and loves Herzog unconditionally. But Herzog rejected her to marry Madeleine, who ended up shredding his heart into confetti.
She could also see that there would be trouble with Madeleine long before Herzog could; "Sono had met Madeleine only once, but once was enough" (5.108) for her to realize that Madeleine had a cruel streak in her. But Herzog married Madeleine and Sono—brokenhearted—moved back to her home country of Japan.
Sono's function in this novel, besides providing nostalgia-food, is to remind Herzog (and the reader) that he has a history of rejecting good women. The memories of Sono's awesomeness help shake Herzog out of his misery and consider how great Ramona would actually be for him.