Readers familiar with Sheila Heti’s work, most notably How Should a Person Be? and Motherhood, in which she examines both the possibility and implications of choosing one’s life and dealing with the consequences, will be familiar with her apparent capriciousness. Her prose — freewheeling, elliptical, a tangle of jokiness and jeopardy — seems to capture the puzzle of proportionality: how seriously should we take this one life we have, and how can we hope to balance our opposing urges towards levity and gravity?

In Pure Colour, we appear to be in similar territory, immediately introduced to a playful version of the...