What atmosphere, or mood, is created by setting the story during this season?
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You are of course referring to the beginning of this book. Soon after deciding to return to Devon to see two sites in particular, both which the narrator describes as "fearful", we are given the answer to this question:
It was a raw, non-descript time of year, toward the end of November, the kind of wet, self-pitying November day when every speck of dirt stands out clearly. Devon luckily had very little of such weather - the icy clamp of winter, or the radiant New Hampshire summers, were more characteristic of it - but this day it blew wet, moody gusts all around me.
Note too how later on the narrator describes the houses he walks past on Gilman Street, "the best street in town":
Today with their failing ivy and stripped, moaning trees the houses looked both more elegant and more lifeless than ever.
You have asked a very good question, and it is worth considering the significance of the seasons in the main novel itself, but for now, consider the following points. The setting in November with the weather that is detailed provides the perfect environment for Gene to indulge in nostalgic and upsetting thoughts of his actions during his time in Devon. We can tell they are not going to be all pleasant - the "wet, moody gusts" and the "self-pitying" day suggest that the narrator will be re-living upsetting memories and experiences. The reference to every speck of dirt standing out clearly suggests a very introspective and reflective mood, where past memories are hauled into the present and examined and scrutinised. What is interesting in the description of the trees is that they are "stripped" and "moaning" - I wonder, could they be a symbol of life for Gene after Devon - appearing more "elegant" but really more "lifeless" than ever before? Whatever the case, this setting stages the flashback that is to follow and takes up the majority of the rest of the story. It is a kind of pathetic fallacy that reveals the narrator's emotions and feelings, which are eerily mirrored by the weather.