I think the “nature” in the story is human nature, the kind of collective psychology that marks out the Swede as “different” and ostracizes him. The Swede, an easterner, has clearly heard a lot of stories about the Wild West and views everything about Fort Romper as potentially dangerous. In a sense, the grayness of Nebraska is an ironic contrast to the lurid ideas of frontier violence that the Swede has been nurturing, and the blue hotel, which always looked “loud and screaming” in contrast, is a kind of visual counterpart to the Swede’s fears. It is consistent, then, for the Swede to begin by speculating on how many men have been killed in the hotel; for him, the hotel has been the scene of many gunfights, while for Scully, the owner, the attempt to make the hotel stand out is simply good business.
The point of the story is to show that the motivations of the other characters are not that different from the Swede’s. Perhaps the only thing that makes the Swede different is his willingness to speak openly about the threat of violence. Crane suggests that the possibility of violence is always in the minds of all the characters, especially when they deny thinking about it. When it comes out at the end of the story that Johnnie really has been cheating and that the Swede was in part justified in accusing him, we realize that the motivations of all the characters have not been what we imagined them to be. The polite social relations which the Swede seems to flaunt never really were important; when the Swede exclaims at the beginning of the story that “I suppose I am going to be killed before I can leave this house!” he is effectively predicting his own fate.