Henry James' The Turn of the Screw is what's often referred to as a nested narrative, which is basically a fancy term for a story within a story. In James' novella, we are originally introduced to a nameless narrator, who then tells us about another narrator reading aloud the governess' written account of the main story. Thus, we're getting several layers of storytelling all at once. Many authors have used framing devices for several reasons, and James might have used this narrative style in order to increase the credibility of the story, as the realistic frame for the supernatural events make said events somewhat more credible.
It's also worth noting that the narrative exhibits James' classically ornate style. The governess tells her story with elegant diction and long, often convoluted sentences that take considerable time for the modern reader to decipher. Additionally, the governess is constantly qualifying statements and, in some ways, questioning herself. This stylistic choice adds to the novella's ambiguous atmosphere, leaving the reader unsure of what exactly happened.
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