London and Venice
Venice is one of those places that pops up a ton on people's see-before-they-die lists. It has gondolas, for Pete's sake! Milly isn't immune to the lure of Venice, and it gets top billing on her bucket list.
It's also arguably the city in Europe least like London. London is notoriously uptight, and Venice notoriously passionate. London is grey, and Venice is sunny. And, at the turn of the 20th century, London was sinister and full of coal smoke and Venice was a magical canal-filled oasis.
Hmm. That's interesting. Our English characters are—like London—kind of uptight, grey, and sinister. Milly, by contrast, is like her beloved Venice: passionate, sunny, and a little magical.
Henry James, you clever dog! You're not just giving us places; you're giving us representations of characters.
James isn't interested in describing places. He's interested in describing the details of people's thought processes. But when he picks places like London and Venice, he can use their particular details to give the reader more (even more!) information on his characters' interior lives. Check out his detailing of Milly's arrival into her rented palace in Venice:
[The] warmth of the southern summer was still in the high florid rooms, palatial chambers where hard, cool pavements took reflections in their lifelong polish, and where the sun on the stirred sea-water, flickering up through open windows, played over the painted 'subjects' in the splendid ceilings—medallions of purple and brown, of brave old melancholy colour […] (126.96.36.199).
How's that for vividness? There's a reason that Henry James details Venice more lovingly than London, and that's because Venice is the place where Milly decides to truly get her livin' on. Living well means soaking in all the beauty around you and taking note of stuff like "brave old melancholy colour." In other words, James ain't just talking about how pretty Venice is. He's talking about how pretty Milly thinks Venice is.