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In the novel 'Of Mice and Men' John Steinbeck sets out the loneliness, despair and hopelessness of the ranch hands that have no future prospects of bettering themselves in America's Great Depression. Yet he wants to show that these are not the only reasons for depression and sadness. Curley's wife is not poor, she wants for nothing in terms of basic needs and yet her future is still bleak because she is unloved and unfulfilled and has never had a chance to fulfil her potential. She is, in effect a nobody. How better for Steinbeck to create this impression than to deliberately leave her un-named? She is almost just a prop in a stage-play (so different from what she first wanted for herself -  not only to have a part, but the most impostant part, the lead role.)

Instead of that, we only get to know the bare minimum about her - she is newly married to Curly, superficially attractive and likes nice clothes and curling her hair. She feels she could have done a lot better for herself but didn't have enough ambition or means to make that happen and obviously suffers a sense of regret :

'What kinda harm am I doin' to you? Seems like they ain't none of them cares how I gotta live. I tell you I ain't used to livin' like this. I coulda made somethin' of myself'  

Instead of that she is just a nobody, illustrated by the fact she has no name either.