This short story is very similar in a number of ways to "The Tell-Tale Heart," another first person narrative from Edgar Allen Poe, in the way that the narrator in both stories starts by insisting on their sanity before going on to narrate a story that causes the reader to suspect that they are, in fact, insane. Note how this particular story opens:
For the most wild, yet most homely narrative which I am about to pen, I neither expect nor solicit belief. Mad indeed would I be to expect it, in a case where my very senses reject their own evidence. Yet, mad am I not--and very surely do I not dream.
The narrator anticipates arguments suggesting he is mad and then rejects them with a simple, categorical statement insisting he is actually sane and that what he reports was not a dream. He seems to try to do everything he can to encourage the reader to believe him, even though he recognises that what he is about to say and the contents of his story is "wild" and will automatically make the reader question the veracity of his account.