While the atmosphere of his surroundings is somewhat grey and clammy, his view of things is exceedingly pathetic. The very beginning reads "I'm coming to believe that the world wants to tell me something, through messages, signs, warnings."  Yet the meaning of most observations he makes would be plain with just a little common sense, and still they escape him. A little further down the text: "On some days everything I look at seems laden with meaning: full of messages which I'd have difficulty to define, to put into words, to communicate to others, but which for that very reason seem significant to me." And so an inability to perceive accurately and realistically corresponds with a refusal to come to terms with his own views, an indulgence in lofty self-talk, with the grander scheme of things serving as an excuse not to look at the details of his own life. (At some point, he states: "I'm only reporting my first impressions; for only those count.") Perhaps that sort of attitude is required for such a continuous self-deception.
It quickly becomes clear, however, that his naiveté is used and abused by both his acquaintances. Ingenious though his interpretations of the strange goings-on may be, they are far off a much more simpler reality. He is the tool both of a political underground group and a (very probably) romantically motivated escape attempt from prison. Whatever justification these may have in the broader constellation of the world of the novel, the protagonist himself isn't really acting in that world, not from his own motives, at least. He isn't, in a word, in the driving seat, he's himself just moved around by others.
(A side-note for those familiar with Calvino's book and receptive to the delights of the postmodern novel: this tale of a person driven by other people's interests is in the novel's surrounding plot read to the main protagonist, the 'reader'; and the sentence immediately following the fragment is the ironical: "Listening to someone else reading is entirely different from reading yourself. When you're reading yourself, you can take your time or quickly skim the sentences — it's you who controls the pace." It's as if Calvino wanted to drive the point home from the outside, from the guiding metaphor of the framework plot.)
It's almost a platitude to state that living under illusions isn't good; it is something like a basic premise of a good life that it must be connected to reality. Losing that connection, whether we realize it or not, is a form of unhappiness. We may not necessarily feel unhappy — it isn't unhappiness in a psychological sense; it's not a question only of a state of mind; when we talk about unhappiness here, it's about a condition of our life as such.
Among the reasons for this is that it makes us vulnerable to attempts by others to manipulate us. And being used that way is in turn bad because it means that our actions aren't for the sake of our own goals, including the top-level goal of leading a good life, but for the sake of others' goals. So in the terms I've used throughout this blog, there is a severe weakness of reflection involved here: an inability on the part of the protagonist to make sure the way his life unfolds remains in sync with reality, and in connection with his own goals. At the same time, there's failure of imagination, too. Throughout the story, the hero fails to see other's points of view. However mystical and poetical his interpretations of the world around him may sound, they're unimaginative to the extreme: failing to get a grasp on any concrete idea what might go on, producing no 'candidate realities' whatsoever, and crassly inadequate for seeing things from any of the other characters' point of view. It's others' imagination that controls him, and his own reflection that fails him.
This is a slightly revised version of an earlier posting over at my online journal.
 All quotes are my translations from what is already a translation into German; so I might be a little removed from the actual (or, if you will: the 'real') text.