The story opens with a scene of a police officer patrolling the streets late at night (at a time when the streets are deserted). The police officer spots and walks up to a man who will later be revealed as "Silky Bob." On an initial reading, you might think this encounter is incidental, but when rereading this story with hindsight, you find that this scene is critical in setting up the story's twist ending: the police officer was actually Bob's old friend Jimmy Wells all along.
In addition, note how Bob is described as dressing very ostentatiously, with lavish displays of wealth. He also makes comments such as, "A man gets in a groove in New York. It takes the West to put a razor-edge on him." It's not clear how he has earned his wealth, but this kind of statement suggests that it is ill-gotten. The story's ending will establish Bob as a criminal.
As a third example, consider Bob's conviction, as he speaks with the policeman, that his friend will show up. He tells the policeman, "I know...
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