What exactly are Dexter's "winter dreams"?

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We first hear about these fantastical "winter dreams" early in the story:

October filled him with hope which November raised to a sort of ecstatic triumph, and in this mood the fleeting brilliant impressions of the summer at Sherry Island were ready grist to his mill. He became a golf...

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We first hear about these fantastical "winter dreams" early in the story:

October filled him with hope which November raised to a sort of ecstatic triumph, and in this mood the fleeting brilliant impressions of the summer at Sherry Island were ready grist to his mill. He became a golf champion and defeated Mr. T. A. Hedrick in a marvellous match played a hundred times over the fairways of his imagination, a match each detail of which he changed about untiringly—sometimes he won with almost laughable ease, sometimes he came up magnificently from behind.

As the calendar inches closer to the depths of winter, Dexter is filled with an increasing ecstasy about the possibilities of associating with the very wealthy. During the harsh winter, he can't network with this elite group at the golf course where he works because it is frozen solid. Dexter is goal-oriented and on a mission to achieve the lifestyle which he accesses only via his job at the golf course when he's young.

But the material of these "winter dreams," focused on becoming a wealthy member of the upper class, begins to drive Dexter's life choices. He doesn't settle for a business class that his father could pay for; instead he chooses an elite school where his "scanty funds" create a struggle. Decisions like this are ultimately aimed at reaching those "winter dreams" from his younger days, and it is noted that Dexter "wanted not association with glittering things and glittering people—he wanted the glittering things themselves." Thus, Dexter reaches for the best—always.

And the best, in his determination, is Judy Jones, who is also wrapped up in the winter dreams of his childhood. It's important to note here the true symbolism of winter. It is not associated with growth and love but instead with death and decay. Ultimately, he wants Judy and the "glittering things." That is the totality of his winter dreams. And like winter, Judy does not propel his own growth and does not love him. Instead, the relationship dies several times, and Judy manages to revive his hopes only to leave him crushed again. In the end, Dexter is forced to see Judy for the flawed woman she really is, and thus his dreams of her must die like the season of winter.

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Dexter's "winter dreams" are to possess the glittering accouterments of wealth. These constitute the pinnacle of achievement to him.

In the story, we first see a reference to Dexter's "winter dreams" when he refuses to caddy for the young Judy Jones. The text tells us that Dexter's habit is to disregard or ignore the "glittering people" themselves. Instead, his winter dreams center on acquiring the "glittering things" of wealth for himself. Essentially, Dexter doesn't want to be associated with the wealthy; rather, he wants to acquire enough of the accoutrements of wealth to be considered one of the wealthy elite.

To realize his "winter dreams," Dexter chooses to forgo attending the state university. Instead, he attends "an older and more famous university in the East." There, he struggles with a lack of funds. Yet Dexter is unflappable; his indomitable will drives him, and he eventually buys a partnership in a laundry business after college.

In his business, Dexter caters to the wealthy set. He is so successful that he eventually becomes the owner of the largest "string of laundries in his section of the country." Ironically, for someone who cherishes only the "glittering things" of wealth, Dexter falls prey to the charms of the grown-up Judy.

Despite his efforts, however, Dexter fails to maintain a permanent romantic attachment with Judy. Too late, Dexter realizes that the "glittering things" of wealth will never earn him what he truly desires in life: a meaningful, lasting connection with significant others.

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From the time he was a boy, Dexter longed for a life filled with wealth, beauty, and glamour. He was a romantic by nature, never able to accept the realities of his middle-class existence, always wanting more. His desires were heightened by the fact that he lived in a small community that provided services for the wealthy people who lived on Sherry Island, across the lake, and frequented the Sherry Island Golf Club. Thus Dexter grew up on the fringes of wealth, but never a part of it. Growing up in the proximity of a way of life so much more beautiful and exciting than his own created in him a longing that became a part of his nature:

[Dexter] wanted not association with glittering things and glittering people--he wanted the glittering things themselves. Often he reached out for the best without knowing why he wanted it--

Dexter falls in love with Judy Jones mostly because she embodies for him all of his romantic winter dreams. When he loses her, he survives with no appreciable change in his own nature. However, when he loses his romantic memory of her, Dexter also loses the ability to live within his own dreams:

The gates were closed, the sun was gone down, and there was no beauty but the gray beauty of steel that withstands all time. 

With the loss of his dreams, Dexter is left to live with reality rather than romantic illusion.

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