I was kind of frustrated by the narration when I first read this book, but I realize now that the frustration is part of the book's charm. After all, that makes the book more interesting. You really get drawn in, because just when you think you have it figured out, you don't!
Prose as a literary genre makes use of indirect ways of presenting the subject matter, that is to offer the reader dialogues and narration of events, in order to stimulate interest, motivation, to startle the readers' imagination. The narration of Nelly and Lockwood creating a frame to the story, enhances the producing of a specific atmosphere attractive to the reader due to mystery. The reader therefore must wait for the story to be told, for the details to be revealed. The frame story is more interesting , it is gradual, it completes itself in minute detail, the personality of the narrator influences the sense of perception. The choice of setting a frame to the story can be motivated by interest to get the reader closer to the events.