Chapter 1: Section 5: Page 38: Line 71 (653)

 As he began again to walk, the first thing he noticed was how few of the streets here followed the familiar grid pattern of the rest of town—everything was on the skew, narrow lanes radiating starwise from small plazas, tramlines with hairpin turns that carried passengers abruptly back the way they'd been coming, increasing chances for traffic collisions, and not a name he could recognize on any of the street-signs, even those of better-traveled thoroughfares . . . foreign languages, it seemed.

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I've mentioned how I've read this chapter previously but I barely remember any details. But just now, reading this bit, made me remember a thought I'd had the first time through: Lew Basnight jumped dimensions. Part of the reason he doesn't know what he did is because he isn't from this dimension. He's from another Chicago in another 1893 and he's somehow found himself replacing the Lew Basnight of this dimension. I'll try to remember this theory and see if there's any other evidence for it as I go along.
    The first problem with the jumping dimensions deal is his location. If he's in a different Chicago whose grid system seems non-existent then he's not in the Chicago of the real world. Unless there's a specific spot in the city of Chicago that people familiar with the city would think, "A-ha! I know exactly where Lew is! That spot in the city is insane." But the fact that American street-signs seem to be in a foreign language is evidence that Lew has shifted dimensions. Perhaps Lew was in our Chicago and shifted into the Chicago of Thomas Pynchon's novel which has a few oddities within the city layout.
    This makes sense because this description of the part of Chicago Lew has just found himself also describes the landscape of the text of a Pynchon novel. Few lines followed the regular grid pattern of other novels. Everything was skewed, digressions radiating from small plot points, story arcs with hairpin turns that carried characters abruptly back the way they'd been coming, increasing chances for character conflict and—the most damning evidence that Pynchon is just describing Lew getting lost in one of his books—"not a name he could recognize." Pynchon and his character names, right?!

So yeah. I think Lew was a real world person who has suddenly found himself transported into the dimension of Thomas Pynchon's Against the Day. He doesn't know his backstory because he wasn't actually around to live it. And now he's in a carnival funhouse mirror Chicago that he's only slightly acquainted with. And he's got to get on with his new life. Time to finally learn how he became a detective then, right?!