On the surface, Connie's vulnerability is evident through her adolescent curiosity, her smug arrogance, and the self-knowledge that she possesses about her own good looks. Her sister June has followed the path of the straight and narrow; Connie, however, is more of a rebel and much more easily swayed by someone who is at least a "bad boy" and at worst something more sinister. Connie clearly wants to break free of her parental bonds, and Arnold represents just the type of escape she is looking for. However, her naivte (and the fact that, like Holden Caulfiled, she is teetering on the brink of childhood and adulthood) about the adult world blinds her from seeing just how dangerous a threat Arnold is.
On a deeper level, the story is a commentary on the dull, uninspiring life of suburban America. Connie is lost among cookie-cutter houses, boring afternoon barbeques, and redundant trips to the mall. Like many American teenagers, the movies and the mall are about the only places for teens to hang out, and here comes Arnold Fiend (er, Friend, if you get my meaning) like a character out of a James Dean movie: leather jacket, souped-up car, slick hair, and a bad attitude. He is the "danger" that is missing from her life. Her failure to avoid his charms is ultimately the testament to her vulnerability.
According to Oates, in an early draft of her story “Death and the Maiden” (she is fond of a type of fiction that she calls “realistic allegory”), “the story was minutely detailed yet clearly an allegory of the fatal attractions of death (or the devil). An innocent young girl is seduced by way of her own vanity: She mistakes death for erotic romance of a particularly American/trashy sort.” The story went through several drafts.
In speaking of the revisions, Oates writes that “the charismatic mass murderer drops into the background and his innocent victim, a 15-year-old, moves into the foreground. She becomes the true protagonist of the tale. . . . There is no suggestion in the published story that Arnold Friend has seduced and murdered other girls, or even that he necessarily intends to murder Connie.’’ Oates goes on to explain that her interest is chiefly in Connie, who “is shallow, vain, silly, hopeful, doomed—perhaps as I saw, and still see, myself?—but capable nonetheless of an unexpected gesture of heroism at the story’s end. . . . We don’t know the nature of her sacrifice [to protect her family from Arnold], only that she is generous enough to make it.”