Why does Dexter quit his job in "Winter Dreams"?

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Dexter quits working as a caddy in F. Scott Fitzgerald's short story "Winter Dreams" when he is at the top of his game. Dexter is known as the best caddy at the club, but after seeing Judy Jones and her nurse on the course, he is motivated to quit. He makes this decision during a cold spring, and the decision scares him. He knows that he cannot make up the money he earned caddying other ways, and, but Fitzgerald writes about Dexter, "he had received a strong emotional shock, and his perturbation required a violent and immediate outlet." Part of the reason he quits is that he is shocked by how lovely and perhaps cruel Judy Jones appears, even at the age of 11, and he knows that he wants to be her equal rather than caddying for her in a servile role.

In addition, as Fitzgerald writes, "It is not so simple as that, either. As so frequently would be the case in the future, Dexter was unconsciously dictated to by his winter dreams." Over the winter, Dexter has dreams of "ecstatic triumph." He dreams of becoming a golf champion and stepping from a luxury car into the golf club, while others look at him with envy. In the spring, he realizes that his reality has fallen far short of his winter dreams, and he decides to quit his job to create a new and more majestic reality for himself. 

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So much of people's lives are spent measuring themselves against others. In Part I of "Winter Dreams," Dexter waits in the caddy-shack on the orders of Mr. McKenna who tells him to wait until the caddy master has returned. While he is waiting, a nurse and her ward, an eleven-year-old girl, the daughter of Mr. Mortimer Jones, have come so that the child can play golf. When Dexter refuses to caddy for them because he must attend the shop, and he informs them that there are no other caddies available, Miss Jones and the nurse go outside, where the girl slams her club on the ground with violence and an argument ensues between the child and her nurse. 

As soon as the nurse sees the caddy-master she inquires if someone cannot now caddy for them.

"Well?" The caddy-master turned to Dexter. "....Go pick up the young lady's clubs."
"I don't think I'll go out to-day," said Dexter.
"You don't----"
"I think I'll quit."

Although "the enormity of the decision frightened him as the thirty dollars a month he earned was not available anywhere else nearby, " Dexter is changed, and he feels he must react: 

"...he had received a strong emotional shock, and his perturbation required a violent and immediate outlet."

This is the first of what Fitzgerald calls Dexter's "winter dreams," his dreams of being rich and having the privileges attached to this wealth. Little Judy Jones's actions have given Dexter a new direction in life in the illusions of his youth for which he will later suffer as he has become enamored of her and lets her represent all that he thinks he wants.

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In the beginning, Dexter quits his job as a caddy because of Judy.  While he works at the golf course, he is proud of moving up to being the most sought after caddy of the place.  He is not there to make a living.  His earnings are merely pocket change for him, as his father is a wealthy businessman.  He dreams of success, even as a teenager.  He dreams of becoming a golf champion and showing up all of the golfers there at the course.  However, that pride is quickly wounded when the eleven-year-old Judy Jones comes to play at the golf course.  He quits his job at this point.  She treats him as an inferior.  That makes him want to be even more successful than he originally planned. His aspirations for a successful future slowly come to include Judy as his potential wife.  He wants all of the "glitter," "glamour," and "promise" that she could offer him with his wealth.

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