The unfortunate part about writing a novel that’s supposed to be about an askew, weird version of the real world is maintaining the feeling. Jennifer Egan’s Look At Me is as good an example as any: a novel about a fading model getting into a car crash and having to have her face completely reconstructed, it deals with the weird as consistently as any novel I’ve read in a while. Through the first half it detaches the reader to read, the occurrences and particularly the coincidences and memories, of a world that’s not quite right.
The central mysterious character is alternately called “Z” or “Michael West,” and he spends most of the novel trying to fit in: he’s constantly watching TV in order to pick up the inflections and words, and generally occupying the space just outside the center of characters’ attention while voraciously trying to figure out how to fit into a particular world he dislikes. (Meanwhile he’s being investigated by a private detective and the model for various reasons, though he successfully stays a few steps ahead of them throughout the novel.)
The trouble with sustaining a mystery, or even just a feeling of weirdness and abnormality is that you want things to seem just a little bit off: not so crazy so as to seem there are no rules whatsoever, but enough so that it’s unsettling. The trouble is that if you ever explain what the rules really are, it all becomes normal and not unsettling at all. Z turns out to be a would-be terrorist (he gives up that ambition), which is kind of a distressingly usual narrative solution to the problem. Blah; too normal. (The novel, in of itself, is a great set up with a typical punchline—one of those postmodern critiques of image and consumerism and what-have-you. The model becomes a reality TV star of a sort. Ultimately the novel isn’t Egan’s best, but it’s not bad. Would recommend A Visit From The Goon Squad or The Keep well above Look At Me, ultimately.)
Explanations tend to murder stories of this sort. Another favorite example of this is A History of Violence, which features Viggo Mortensen as a small-town badass who beats up a bunch of thugs and gets national attention for it—only to attract the wrong sort of attention, i.e. someone from his past who insists he knows Mortensen very well (and his history of violence, natch) despite Mortensen’s insistent protests to the contrary. As it turns out Mortensen was lying and he did know the guy; in fact, Mortensen used to be a gangster (in Philadelphia, no less—the only detail of the story that’s surprising or original.) What was an interesting story turns into just another gangster story—it moves from the unusual to the ordinary. You can do the other way around (for an example that didn’t quite work out in practice, though the principle is fine: American Gangster is a gangster story about black people), but you can’t pique people’s expectations only to resolve them in a typical way.