In Mrs Dalloway, style works closely with both tone and genre. The style of Mrs Dalloway is complex, psychological, intricate, and dense. (Yeah, you should be sitting down for this.) Even in one sentence, we can encounter multiple ideas and multiple tones: this is all thanks to the style. And of course, the style changes throughout the story. First of all, we're in the minds of several different characters, so we hear various styles of speaking and thinking. Woolf was very concerned with subjective reality, that is, what reality looks like from any one person’s point of view; so what (and how) each character thinks is very different. And of course, we also have present-day observations and stream of consciousness mixed in with memories and visions. All of this makes for one big style mash-up.
Additionally, Woolf wanted to convey what people said and what they didn’t say. For this reason, she includes a few different types of speech for us. First, we have direct speech, in which people actually talk to each other, as in Clarissa’s exchange with Hugh, asking about Evelyn. This is also known as dialogue or, you know, talking. Second, we get indirect speech, in which the narrator lets us know that a character is thinking of something. (That would be like this: "he asked himself why on earth Shmoop was still talking about writing style.")
Finally, and most notably, Woolf gives us free indirect speech (a.k.a. free indirect discourse). In this style, the narrator doesn’t set up that the person is thinking something, but instead just puts it out there. Here's an example: "But Lucrezia herself could not help looking at the motor car and the tree pattern on the blinds. Was it the Queen in there – the Queen going shopping?" (1.35). Instead of saying "She wondered if the queen was in there shopping," Woolf just makes the announcement and shows that she has special access to the characters’ minds. Fancy.
We know this is all tricky (and we didn't even go into the whole super-long sentences thing), but hang in there. It's worth it.