Third-person narration uses a narrator that is psychologically separate from the characters in the story. In most cases, this narrator has access to the internal psychological states of all the characters equally, and the story is told in such a way that the feelings and attitudes of all the characters...
Third-person narration uses a narrator that is psychologically separate from the characters in the story. In most cases, this narrator has access to the internal psychological states of all the characters equally, and the story is told in such a way that the feelings and attitudes of all the characters are represented, but separate from the narrator's attitude toward what happens. In this way the narrator exerts a central moral authority over the story.
Free indirect style conflates third person narration with the internal emotional state of the protagonist. That is, the writer shifts subtly between recording the thoughts and feelings of the protagonist, and expressing those feelings directly, as if they were the narrator's own. This is not the same as telling the story from the protagonist's point of view—the narrator is still separate from the protagonist, but the narration seamlessly includes the thoughts of the protagonist.
Chekov's use of this method develops gradually over the course of the story with Gurov's obsession with Anna Sergeyevna. For instance, on his return to Moscow, there is this incident:
One evening, coming out of the doctors' club with an official with whom he had been playing cards, he could not resist saying:
"If only you knew what a fascinating woman I made the acquaintance of in Yalta!"
The official got into his sledge and was driving away, but turned suddenly and shouted:
"You were right this evening: the sturgeon was a bit too strong!"
These words, so ordinary, for some reason moved Gurov to indignation, and struck him as degrading and unclean. What savage manners, what people! What senseless nights, what uninteresting, uneventful days! The rage for card-playing, the gluttony, the drunkenness, the continual talk always about the same thing. Useless pursuits and conversations always about the same things absorb the better part of one's time, the better part of one's strength, and in the end there is left a life grovelling and curtailed, worthless and trivial, and there is no escaping or getting away from it—just as though one were in a madhouse or a prison.
The section at the end represents Chekov's switch to free indirect style. The difference is slight but important. Gurov's thoughts are no longer reported to the reader using markers like "he thought," but instead given to the reader directly, as if reader, narrator, and character were all thinking the same thing.
This stylistic choice is an important method Chekov uses to heighten the reader's psychological connection to Gurov. Gurov is not a sympathetic character—on the contrary, he is infantile, emotionally stunted, and narcissistic. Chekov's move to put us "in his head" through free indirect style is both unsettling and instructive. We understand his point of view, but also are invited to scrutinize it and evaluate his behavior.