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Compare Raina's relationships with Bluntschli and Sergius in the first two acts of Arms and the Man.
Quick answer:
Raina and Bluntschli have a relationship that is authentic and honest from the start of Arms and the Man. In contrast, Raina and Sergius are romantic with each other. He is the dashing calvary officer, and she his adoring lady.
As the play opens, Raina's mother tells her that Sergius has just proven himself a heroic calvary officer in battle. This leads Raina to say,
Only think, mother, I doubted him: I wondered whether all his heroic qualities and his soldiership might not prove mere imagination when he went into a real battle. I had an uneasy fear that he might cut a poor figure there beside all those clever Russian officers.
Raina has been questioning whether her love of Sergius and the idea of him as a heroic figure are merely fantasies derived from reading literature and going to operas. Now, it seems that the romantic hero is a reality.
In Act II, Raina continues to hero worship Sergius as a romantic ideal come to life:
How I have envied you, Sergius! You have been out in the world, on the field of battle, able to prove yourself there...
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worthy of any woman in the world; whilst I have had to sit at home inactive,—dreaming—useless—doing nothing that could give me the right to call myself worthy of any man.
Yet an opposite dynamic is set up when Captain Bluntschli appears in Raina's room through the window as war deserter who carries chocolates rather than bullets. He never appears in a romantic guise, but immediately and unabashedly faces her with the blunt realities of war. He tells how the experienced soldiers reign in their horses so they won't be first into battle and depicts Sergius's dashing charge in a ridiculous light.
In the first two acts, the sparks begin almost immediately to fly between Bluntschli and Raina because they are completely real with each other from the start. Neither one has to maintain a role or keep up a romantic image from a storybook. Whether she wants to admit it or not, Raina is taken with Bluntschli's honesty and irreverence.
While Raina and Sergius are both uncomfortable playing the pre-scripted roles of dashing hero and his lady, Raina and Bluntschli can fall into an easy intimacy. Sergius can only find that ease with Raina's servant, Louka. Though it will take a bit longer for them to admit it to each other, in reality Raina and Sergius are not meant for one another. Bluntshli and Raina are, as all the clues in the first two acts suggest.
Despite the serious questions raised in it about the nature of war and how literature and the arts are complicit in its romanticization, Arms and the Man by George Bernard Shaw is, in terms of plot, a traditional romantic comedy.
At the beginning of the first act, we have Catherine Petkoff articulating a traditionally romantic viewpoint of both war and love, grounded in aristocratic Bulgarian culture and the artistic tradition of Europe. Raina's engagement to Sergius is situated in that contextual framework. Raina herself expresses that she has some doubts about that ideology, but as a young provincial woman has not really been exposed to any viable alternative modes of thinking or being.
When Captain Bluntschli enters into her room, Raina is presented with a different view of war and love and slowly begins to realize that her engagement to Sergius is based on an illusion. We gradually see that Sergius too, in his relationship to Raina is simply filling out an externally created role rather than following his own heart. He does not wish simply to be the dashing, handsome soldier of the portrait and understands that Raina is engaged to an illusion, not to his real self.
The relationship between Captain Bluntschli and Raina is grounded not in illusion but in reality. Raina has seen Captain Bluntschli exhausted, frightened, and hungry and Captain Bluntschli has seen Raina in her private bedroom in her night clothes, i.e. her private rather than public self. Thus their relationship is founded in authenticity rather than imagination and convention.