I don’t think I could pin down my favourite thing about The Gilda Stories as a singular point, but I can say the way the stories—and the worldbuilding and Gomez’s takes on vampiric lore—unfold is a huge part of it. This is the second Gilda story, and she has been of her kind for forty years or so at this point, and is now, finally, meeting others of her kind beyond the two original vampires she knew (who brought her into the fold).
Yerba Buena (modern day San Francisco) is the setting, and the brushes of history alongside the setting are brilliant. The discussions of how Gilda prefers pantaloons, the references to new, flickering electric light, and the mud and dirt everywhere combine to a depth of setting that underscores just how much change Gilda will see. The story also introduces multiple other vampires, who are taking up Bird’s baton to teach Gilda the ways of their kind.
But of course, not all of her kind are compassionate, and Gilda’s first brush with others includes pain and horror, which is the root of the story in Yerba Buena: 1890. And Gomez doesn’t pull punches with how the rest of human society views Gilda (since Gilda is telepathic, this is all too plain to her). But her character, and her desire to be good—even when tempted—becomes such a defining quality of the stories, and this first brush with darker vampires really drives that home.