Sue replies, in surprise,

“A man?” said Sue. “Is a man worth—No, doctor. There is not a man.”

The interesting thing about Sue’s response is her wonder that the doctor believes a man would be worth fighting the pneumonia for. One possible takeaway is that both Sue and Johnsy are independent women who have come from other parts of the country to find career and financial success in New York City and have no thoughts of entering into a romantic relationship with a man until they have advanced further in their chosen careers. Another read is that the two women are more than just roommates sharing an apartment to lower their individual costs and to find some companionship in an otherwise lonely city.

This could be the author’s subtle way of communicating that the women themselves are involved in a romantic relationship with one another. Sue acts, in some ways, as the provider of their family unit when she tells Johnsy that she needs to sell the painting she is working on to buy food to help Johnsy get well.

The first thing to mention about the friendship between Sue and Johnsy is that the two became close despite not knowing each other for very long. The story, which begins with Johnsy getting sick, begins in November, and the two had met at a restaurant just six months earlier. Their decision to share a studio was based on pragmatic reasons: They were both artists, they had similar tastes, and both needed an affordable place to stay.

It is evident that they quickly became fast friends rather than just roommates. It seems that Sue has taken the place of family members for Johnsy, since it is Sue that the doctor summons to share his diagnosis, and the heartbreaking news that Johnsy is likely to die unless she finds a reason to stay alive.

Sue and Johnsy have clearly gotten to know each other very well, as Sue knows that one of Johnsy's dreams was to paint the Bay of Naples. Despite not having known Johnsy very long, Sue is devastated at the news of her severe illness, which tells us that the women have come to mean a lot to each other in a short time. Looking after Johnsy becomes Sue's top priority, which speaks of a close and loving friendship between the two.

In O. Henry's poignant story in which two young aspiring artists become "congenial" enough to find a studio apartment together in Greenwich Village, Maine-born Sue worries about her Californian friend, Johanna, whom she calls Johnsy.  For, Johnsy has contracted pneumonia in the cold November of New York.  Having called a doctor to their studio, Sue learns from him that Johnsy has only a slim chance of living because she has lost her will to live.  He tells Sue that she must get Johnsy interested in something that will inspire her to get well.

Now, Sue is a true friend who dearly loves Johnsy.  She tries to motivate Johnsy by humming and being cheerful as she sits by her friend drawing.  But, when she realizes the Johnsy has counted the leaves that have fallen from a vine, she "looks solicitously out of the window."  Calling her friend "dear," Sue asks Johnsy what she counts.  When Johnsy tells her that with the fall of the last leaf from the vine she must go, too.  Sue acts scornful of "such nonsense"; speaking positively, she tells Johnsy that her thoughts about death are "naughty."  For, says Sue, who lies in order to convince Johnsy, the doctor has said that her chances of getting well were "ten to one."

Sue pretends that the situation with Johnsy is not of the magnitude that it is; in her love and hope, she acts as though Johnsy will soon be well.  However, she is truly worried.  So, she begs Johnsy to close her eyes because she needs the light in order to continue her drawings.  Johnsy agrees, but she tells Sue to hurry as she wants to go down like the last leaf. she goes to Mr. Behrman, informing him of the gravity of Johnsy's condition, hoping there is something he can do. Angered that Johnsy is ill,  Behrman complains, then, comes to pose, Sue takes him outside to look at the barren vine with one last leaf. 

So greatly concerned is Sue about her friend that she effects the change in Johnsy's psyche that causes her to become well. Sue's determination to do what she can for her friend saves Johnsy's life.  There is no doubt that Sue loves Johnsy as she has thought about what the doctor has told her and done everything she can to save Johnsy, even convincing Behrman enough that he paints the last leaf onto the glass of the window outside.

Sue and Johnsy are aspiring young artists who have come to the great city of New York in order to earn their livings at the kind of work they both love. Sue is from Maine. Johnsy came all the way from California. According to the narrator, they met at a restaurant where they both ate their dinners.

They had met at the table d'hote of an Eighth street “Delmonico's,” and found their tastes in art, chicory salad and bishop sleeves so congenial that the joint studio resulted.

It would appear that both Sue and Johnsy had been living alone in furnished rooms, such as those described by O. Henry in another great story, "The Furnished Room." In such rooms it would have been impossible to do any cooking, and it was probably forbidden anyway. So the two girls had to eat out every night, and like a lot of struggling artists they probably only had one good meal a day. When they met at Delmonico's they soon realized that it would be better for both of them in every way if they shared a studio in Greenwich Village. They could save money by doing their own cooking at home, and they could save more money by splitting the rent. It would also be safer for two young women to live together. Both of them are probably having a very hard time surviving in New York City. Things are especially tough when the story opens because Johnsy is sick and can't work at all. Sue is working on some sketches to go with a story to be published in a magazine. As O. Henry notes:

Young artists must pave their way to Art by drawing pictures for magazine stories that young authors write to pave their way to Literature.

Evidently Sue is doing the sketches "on spec." She doesn't know whether the editor will accept them or not. She is a newcomer and does not have any bargaining power with editors. She is under special pressure because she has to do her work while she is nursing and worrying about Johnsy. Sue tells her:

Try to take some broth now, and let Sudie go back to her drawing, so she can sell the editor man with it, and buy port wine for her sick child, and pork chops for her greedy self.”

O. Henry did most of his best writing while he lived and worked in New York from 1902 until his death from alcoholism in 1910. He must have known people like Sue, Johnsy and Old Behrman.

Joanna, who preferred the nickname Johnsy, had grown up in the warmth of the California coast.  Sue was a product of the harsh-weathered state of Maine. Both young ladies moved to New York City to pursue art careers.  They came to find themselves in the Washington Square district of Greenwich Village.

One day, they found themselves sharing the table d'hote at Eighth Street's "Delmonico's."  A kinship was born, based on their tastes in the arts, food, and dress. Their chance meeting blossomed into friendship, and soon led to them sharing a studio.

Johnsy became stricken with pneumonia, to the point of being on death's doorstep.  Sue became her nurse and caregiver.  There is no evidence to suggest that Sue's devotion to caring for Johnsy was anything but the love one has for a kindred spirit.  

There's much evidence in the story to show that Sue is a good friend to Johnsy. When Johnsy gets sick with pneumonia and the doctor says she might die, we learn that Sue went into her artist's workroom and "cried a Japanese napkin to a pulp." That means she cried very hard, showing her affection for her friend.

Earlier, when the doctor asks if Johnsy has a "man" on her mind, Sue sounds almost jealous as she responds:

"A man?" said Sue, with a jew's-harp twang in her voice. "Is a man worth—but, no, doctor; there is nothing of the kind."

Sue also calls her "dear," and while Johnsy is counting the remaining leaves on the vine, which mystifies Sue, Sue says "Tell your Sudie," which shows the two had pet names for each other (Johnsy is also a nickname).

Further, when Johnsy asks Sue if Sue could paint in the other room, Sue says she wants to be by her friend. Sue also is worried enough that she tells Behrman her concerns about Johnsy dying after the last leaf falls.