There are two basic ways to read a short story collection:
1. In order from first to last
2. Out of order
There's only one way of doing option 1 and many different ways of doing option 2 (if my high school maths is correct, the number of different orders in which you could read a collection would be equal to the number of stories squared, so an 18 story collection has 324 different order combinations - - correct me if I'm wrong). And then there's those collections you don't ever finish, regardless of which order you read them.
I used to read collections out of order, jumping ahead to titles that took my attention or stories whose length matched the reading time I had available. Over the last few years, however, I've taken to reading them through in order. I'm not sure if this is because my reading has become more targeted (I have to read x number of books this month), or because I was beginning to compile my own short story collection and was forced to think about order (one day I might discuss my own ordering…). It may just be that I'm reading faster and more often these days, so picking a story to fit my reading time doesn't seem an important consideration any more.
One argument for reading short story collections in order, which only just occurred to me (so I can't claim it really factored into my shift away from reading on shuffle), is that there's a higher chance you're reading the book in the same order as someone else. That is, for all the 324 different orders in which an 18-story collection can be read, the order presented in the book is likely to be the most predominant. If you're going to review a book, discuss a book with someone, or even read someone else's review, you might want to do everything in your power to assure as much common ground as possible. Or not.
For this argument to have any sway, one must concede that the order in which stories are read influences your reading, understanding and enjoyment of said stories and the collection as a whole. I doubt there's any empirical evidence either way (when was the last time the book industry approached anything scientifically?), and even if there was, it would probably conclude: in some cases.
I won't spoil it for those who haven't read Opportunity, but the final story in the book only really works as the final story. It places a frame around all the preceding stories that gets you questioning what actually happened.
But to argue that all orders are created equal ignores the fact that even un-linked story collections have an order imposed upon them by the author (&editor/publisher). Decisions were made. Books were printed and there was no going back.
I now believe, having worked through the process of ordering a short story collection (and seeing two other short story fiends mould their collections during my MA year) that there is something more to be gained by reading a collection in the author's chosen order. It's one of those' the whole is greater than the sum of its parts' ideas. Looking at the order, you could guess that the author thinks certain stories work well together. Or the author thinks the reader should start of with a happy story, or a brief story, or a violent one. The author may not have got the order bang-on for your tastes, but by reading it their way, you might glimpse a bit more of them as a writer.
I was once told by an agent (in the middle of a rejection letter), "I like your brain". This still rates as the best praise I have received in the book world (followed closely by "You're a freak"; my editor at Random House upon learning the year of my birth). While I'm down with the show-don't-tell mantra and would hate for anyone to think I am a chauvinist just because I wrote a story about one, I do think one of the joys of reading short story collections in getting a multi-faceted view of a writer. I feel like I can step back after reading a short story collection and say, "I like this writer's brain."
I felt as if I could say, "I like Owen Marshall's brain," after reading whichever of his collections I read first, and find particular joy in discovering new facets, or old facets expressed better, to this brain in subsequent collections. Some of this is obviously to do with the stories themselves, the genres they broach, the voices they project. But some of it comes from from the pairings of like or unlike stories, and the placement of the more memorable (like the brutal 'Coming Home In The Dark' to end the collection of the same name).
In the coming years technology will also factor into how we read short story collections. While the uptake of e-readers is unlikely to be universal, just as not everyone today owns an mp3 player, there'll be a swathe of readers out there who won't have to worry about front and back covers and physical bookmarks. Novels may be better served by a glorified pdf format, but short story collections may suit a web-format where each story is linked from the contents, and at its conclusion you return to the contents page and choose another story. You could even have a shuffle function so that you read stories from different collections and different authors in an order determined by fate (or an Apple algorithm).
I suspect that the further away one steps from reading a collection in its entirety, the greater risk one runs of losing a sense of what makes that book special or worthwhile. Then again, musicians everywhere probably think the same thing about albums, and when was the last time I listened to an album in sequence and uninterrupted? (Actually I'm listening to one now - Jarvis Cocker, Further Complications… trying to decide if I go to his show in December...).
For the time being, most of us will settle for a nice paperback (and paper-inner), but the question remains: what order will you read it in?
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