Bud rides with Miss Thomas to a big house that she calls "Grand Calloway Station." Although he is still embarrassed about crying at the restaurant, Bud knows that he is going to have to talk again sooner or later, so he asks about the house's name. Kindly, Miss Thomas explains:

there were so many different people in and out of here at so many different hours of the day and night that it reminded [Herman Calloway] of that train station in New York City, Grand Central Station. The name kind of stuck.

Inside, Miss Thomas takes Bud upstairs to the room where he will be sleeping. The room has a bed and a window on one side; two little doors, which are obviously closets, are on the other. In the space between the doors is a chair and table with a mirror—the kind that women use to apply makeup. Miss Thomas comments that they are going to have to ask Mr. Calloway about where Bud can put his belongings. The closets are filled with "old things...girls' clothes and toys," which need to be cleared out. When Bud asks if the girl whose room this is will be upset to find him sleeping in her bed, Miss Thomas pauses a moment before replying:

No, Bud, I don't think you have to worry about that, she's gone.

Bud is apprehensive when he is left alone in the room because in his young mind, when adults say someone is "gone," they mean "dead." He is not at all comfortable with the idea of sleeping in a little dead girl's room. Before long, however, he hears Miss Thomas and Mr. Calloway arguing loudly in the hall. Suddenly, his bedroom door bangs open and Herman Calloway comes rushing in. The disagreeable bandleader goes over to the closet doors and locks them with a key, whispering ominously to Bud as he passes him:

I'm going to find out what your game is and...you're going back where you belong.

Mr. Calloway then exits the room, but he returns immediately to issue one more threat, this time telling the boy that he had better not do any "snooping around" in the room because there are "little secret bells all over everything" that will go off if anything is stolen. Bud is reminded of the humiliation he and the other children from the Home experienced when they were taken swimming at the YMCA. The white lifeguard there told them that because of problems with "you children" urinating in the pool, a chemical had been added to the water that would burn them and create a bright red cloud if they decided to relieve themselves while swimming. Bitterly, Bud reflects that Herman E. Calloway is 

so doggone mean and hard to get along with [that] it just didn't seem like it was true that he could be anyone's daddy.

Bud concludes ironically that the bandleader does not have to worry about him stealing anything, because although Bud is admittedly a liar, he is not a thief.

When Bud, left alone again, goes over to the bed and flops back onto the mattress, he finds that it is "the softest thing [he has] ever felt in [his] life." He is mystified because, even though he is staying in the room of a little dead girl, he feels like he is sleeping "with [his] own blanket wrapped around [his] head." He imagines that he hears his Momma reading him a story, and before he knows it, he is fast asleep, secure in the inexplicable knowledge that "nothing could hurt [him] now."