Although Arnold Friend is modeled after Bob Dylan, he is not Dylan; instead, Arnold, represents the pop culture, the edgy persona, and the disturbing quality of music that can seduce its unthinking listeners into dangerous areas.
The title question--"Where Are You Going"--of Joyce Carol Oates's story comes from a line of a song by Dylan: "It's All Over Now Baby"; further, she dedicated her story to him. Oates described this story as "very beautiful, very disturbing" because it reminded her of the legend of Death and the Maiden. With the disturbing seduction of music that fills Connie's head, the narrative of Oates's story transforms that which is real to a surrealistic state.
Arnold Friend is a personification of Dylan's singing that Oates and others felt was both unsettling and an attraction. She wrote of Dylan that his voice sounded "as if sandpaper could sing"; its effect was "dramatic and electrifying." Like Dylan's voice, Arnold Friend [without the r's, his name reads An old Fiend] is unsettling and devilishly electrifying and frightening both.
When Connie sees Friend's car pulling up, she only worries about how she looks. Then, when she comes to the door, she speaks in a sulky manner, careful to not seem too interested. Then, when she hears the music, she recognizes it as the same that she is playing inside. In her naiveté Connie does not apprehend the underlying nature of this sexual predator who comes to her door, and she talks with him.
However, she begins to notice that his casualness is imitated, he looks much older than the eighteen that he says he is, and there is something very strange and disturbing about him. His car resembles Dylan's "Mr. Tambourine Man's" magic whirling ship, and Connie begins to feel dizzy as Arnold begins to sound like the man on the radio. She asks him to leave, but he refuses, laughing at her. More and more, things change, and the music on the radio underpins Connie's sense of terror. Her naiveté and the inauthenticity of the little world she has created around herself leaves her defenseless against the threats against her family and the mind control that Arnold, masked in the familiar to her, exhibits. He, thus, forces Connie out the door to drive away with him and never return.