In my view, one message of Amiri Baraka's play is that a person cannot be forced to change his identity or to adopt the view of himself others attempt to impose upon him. There is also a corollary theme of rejecting vengeance as a solution to oppression.
In the dialogue in the subway car between Clay and Lula, Lula attempts to manipulate Clay into behaving in the stereotyped manner bigoted whites expect of African Americans. Though in some sense he is attracted to her, he is also justifiably infuriated by her taunts, which brings out the disgust he has with white society and the manner in which African Americans have been treated. But the crucial point is that he refuses to embrace the idea of revenge against the whites.
This last point represents a kind of salvation for Clay. He is an incarnation of the "Dutchman" of legend condemned to wander until saved by a woman, though in Baraka's version the story is presented in an inverted form, in which the woman kills him. But in his final moment, he has proven himself above the hatred which has been imposed upon him by others. His redemption is one that is self-achieved. This, then, is the ultimate moral of the play: that one must look not to others, but to oneself to be saved.
One could say that Baraka's message is in favor of black separatism, which had become the position of many black radicals after 1966. Separatist ideology dismissed talk of integration with whites and, thus, assimilation into what they perceived as "white America." I am speaking of separatism not as a hateful gesture but as a gesture toward self-sufficiency, which was encouraged by Malcolm X, both during his years with the Nation of Islam (and after his departure from the organization) and by the Black Panthers.
Amiri Baraka shared the black separatist view, which he emphasized both in his life and art by the mid-1960s. Baraka constructs Dutchman as a sort of "Adam and Eve" tale. Lula eats an apple on the train and strikes up conversation with Clay. She is friendly at first, then begins to bait—or tempt him into violence—with racially inflammatory language. The message Baraka appears to convey is that no matter how much black people try to make themselves "respectable," they will never be accepted into white society. Worse, demeaning treatment by whites will incur violent responses. If the play's conclusion is any indication of what Baraka thinks the result of that response would be, it seems that black people would, in a violent confrontation, ultimately be overcome by the forces of white supremacy.
Baraka uses a white woman instead of a white man to create sexual tension. He is also playing on the way in which white supremacy has categorized white women as potential victims of black male violence and black men as potential rapists of white women—a notion that led to the lynchings of many black men in the South. Here, Lula is...
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the aggressor who baits Clay into violence, then murders him with her pocketknife. It is possible, too, that Baraka suggests that relationships with white women (Baraka's first wife was, in fact, a white woman) could lead to the demise of black men.
I don't know if I'd call it a moral lesson. Certainly, Amiri Baraka had a point of view that he communicated clearly through his play. The play is a terrific example of protest drama, a style popular in the 1960s.
Baraka establishes two iconic characters - Lula, representing white culture, and Clay, representing the non-violent/assimilationist black culture. He then puts them in conflict with each other; Lula challenges Clay time after time on his assimilation into white society. When Clay is ready to fight back, she kills him.
The message Baraka sends is that assimilation is not the answer, and that the non-violent approach to the civil rights movement is not going to work. Bluntly put: blacks should strike first before whites kill them.