The main character, Shadow, has just come to a small Wisconsin town, and he decides to walk into town to buy some warmer clothes and groceries.
The cold snap had come, that was for sure. It could not be much above zero, and it would not be a pleasant walk, but he was certain he could make it into town without too much trouble. What did Hinzelmann say last night—a ten-minute walk? And Shadow was a big man. He would walk briskly and keep himself warm. He set off south, heading for the bridge.
Soon he began to cough, a dry, thin cough, as the bitterly cold air touched his lungs. Soon his ears and face and lips hurt, and then his feet hurt. He thrust his ungloved hands deep into his coat pockets, clenched his fingers together trying to find some warmth.
Step after step after step. He glanced back. The apartment building was not as far away as he had expected.
This walk, he decided, was a mistake. But he was already three or four minutes from the apartment, and the bridge over the lake was in sight. It made as much sense to press on as to go home (and then what? Call a taxi on the dead phone? Wait for spring? He had no food in the apartment, he reminded himself).
He kept walking, revising his estimates of the temperature downward as he walked. Minus ten? Minus twenty? Minus forty, maybe, that strange point on the thermometer when Celsius and Fahrenheit say the same thing. Probably not that cold. But then there was wind chill, and the wind was now hard and steady and continuous, blowing over the lake, coming down from the Arctic across Canada.
Ten more minutes of walking, he guessed, and the bridge seemed to be no nearer. He was too cold to shiver. His eyes hurt. This was not simply cold: this was science fiction. This was a story set on the dark side of Mercury, back when they thought Mercury had a dark side. This was somewhere out on rocky Pluto, where the sun is just another star, shining only a little more brightly in the darkness. This, thought Shadow, is just a hair away from the places where air comes in buckets and pours just like beer.
The occasional cars that roared past him seemed unreal: spaceships, little freeze-dried packages of metal and glass, inhabited by people dressed more warmly than he was. An old song his mother had loved, “Walking in a Winter Wonderland,” began to run through his head, and he hummed it through closed lips, kept pace to it as he walked.
He had lost all sensation in his feet. He looked down at his black leather shoes, at the thin cotton socks, and began, seriously, to worry about frostbite.
This was beyond a joke. This had moved beyond foolishness, slipped over the line into genuine twenty-four-karat Jesus-Christ-I-screwed-up-big-time territory. His clothes might as well have been netting or lace: the wind blew through him, froze his bones and the marrow in his bones, froze the lashes of his eyes, froze the warm place under his balls, which were retreating into his pelvic cavity.
Keep walking, he told himself. Keep walking. I can stop and drink a pail of air when I get home….
And that, my friends, is one of the many reasons I love Neil Gaiman….