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The main theme of this short story is the supernatural, and how what is unknown forms a significant part of the world around us. This is a thread that can be traced through the entirety of the story, from the beginning. It serves to show that what is "invisible" or unknown need not be limited to the supernatural, and is not only the preserve of those who are superstitious and impractical. At the beginning of the story, the narrator muses:

Whence do these mysterious influences come, which change our happiness into discouragement, and our self-confidence into diffidence? One might almost say that the air, the invisible air, is full of unknowable Forces, whose mysterious presence we have to endure.

This is a significant early quotation because it represents the thought processes of the narrator at his most rational, before he has really come to feel the ill effects of the "force" he is sure is pursuing him. His musings about the unknown are philosophical and rational: he asks, what is it that makes us want to sing, or to feel suddenly disconsolate? We don't know what these forces are, but it doesn't seem unreasonable to believe that they exist. If it were possible for us to use other "organs" to detect these forces, just as our eyes detect things that can be seen, we could potentially discover far more in our world.

This sets the scene for what is to come. As the story progresses, other characters push the narrator's feelings as to what is unseen and the existence of such things in the world. The monk he meets at Mont St Michel engages him in a conversation about the supernatural after he has related some stories of local legend:

“If there are other beings besides ourselves on this earth, how comes it that we have not known it for so long a time, or why have you not seen them? How is it that I have not seen them?” He replied: “Do we see the hundred thousandth part of what exists? Look here; there is the wind, which is the strongest force in nature, which knocks down men, and blows down buildings, uproots trees, raises the sea into mountains of water, destroys cliffs and casts great ships onto the breakers; the wind which kills, which whistles, which sighs, which roars,—have you ever seen it, and can you see it? It exists for all that, however.”

At first, the narrator disregards this, but as the story continues, we see his state of mind turn more and more towards these thoughts. Other happenings push him further towards this realm of belief, such as his encounter with the hypnotist. Towards the end of the story, we see him refer again to what the monk said to him, in a way that suggests he has been thinking about it deeply as his experiences with the Horla have progressed. He could not tell if the monk was a "philosopher" or a "fool," but the thought remained in his mind even still.

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