Early in the story, the author O. Henry notes, "The hibernatorial ambitions of Soapy were not of the highest. In them there were no considerations of Mediterranean cruises, of soporific Southern skies drifting in the Vesuvian Bay." Soapy is not speaking; the author is describing what options Soapy believes he has for the winter. He does not expect to take a winter cruise to the Mediterranean Sea where the Vesuvian Bay is located off the coast of Italy near Naples. (Think of Mt. Vesuvius, the volcano that destroyed Pompeii.) Here the weather would be mild unlike the harsh, cold winter he anticipates in New York. Unfortunately, Soapy is poor and unemployed so he cannot afford such a luxury. O.Henry is using satire as he suggests something totally impossible for someone like Soapy, who is unwilling at this point, remember, to seek a real job. He just wants "three months on the Island" to get him through the winter.