Katherine Mansfield's "Her First Ball" is what is known as a coming-of-age story. This means that the main character will experience an event that will change his or her perspective for good. The setting chosen by Mansfield to have her character experience her upcoming changes is a society ball where girls who are "of age" are "presented", or shown fancily about, at their first formal dance.
Leila, the young protagonist, is a girl about to go to this first dance. She experiences every step of the process as something truly magnificent: the dressing up, the decorations, the other young ladies' reactions, the lights, the flowers- everything gives her a deep sense of wonder and fantasy.
Leila's entrance into this dance symbolizes her entrance into maturity. The actual "dance" itself may symbolize life: a combination of twists and turns that begin and will, someday, cease to be.
Just when the dance had become almost surreal to Leila, in comes the character known as "the fat man" to, basically, "ruin" her moment. He represents reality; life is not always pretty, nor glamorous. Life may present itself with obstacles and ugly things, as well. Nevertheless, it is how life is supposed to be.
When the fat man takes Leila's hand and dances with her, she experiences negativity. He talks to her about how beauty dissipates, and how good times can end. In not so many words, he brings her down to her "here and now", preventing her from dreaming any further.
As a result, she is left completely disappointed after this dance, and claims a wish to not dance ever again. Still, after sometime passes, she becomes excited and motivated and decides to dance again, once more.
Again, the dance clearly illustrates an allegory to life, and how even when we have bad and ugly moments, something will come along the way to keep us "in the game". One should not give up living simply because things are not perfect. It is all part of life; and to live is to keep on going.