The play centers around the tragic and frustrating death of the salesman Willy Loman. As a person who believed aggressively and relentlessly in the American dream of pulling oneself up through working hard and being charming and in the gaining of wealth leading to happiness, his character embodied blind faith in capitalism and the American way of life.
For example, in Act 1, when Willy learns about his first-born son Biff's inability to make something of himself professionally, he ponders it over:
"WILLY: Biff Loman is lost. In the greatest country in the world a young man with such—personal attractiveness, gets lost. And such a hard worker. There’s one thing about Biff— he’s not lazy.
LINDA: Never.
WILLY: [with pity and resolve]: I’ll see him in the morning; I’ll have a nice talk with him. I’ll get him a job selling. He could be big in no time."
Willy's blind optimism in the American system and its endless opportunities for someone who is attractive and hard working is his failing. He doesn't see that Biff's success is not guaranteed.
Willy isn't the only character with misplaced faith in the system. Later in the same act, Biff himself reflects on his attempts to get ahead, saying:
"Well, I spent six or seven years after high school trying to work myself up. Shipping clerk, salesman, business of one kind or another. And it’s a measly manner of existence. To get on that subway on the hot mornings in summer. To devote your whole life to keeping stock, or making phone calls, or selling or buying. To suffer fifty weeks of the year for the sake of a two week vacation, when all you really desire is to be outdoors with your shirt off. And always to have to get ahead of the next fella. And still—that’s how you build a future."
This doesn't have to be the way to build a future. Biff is limited in his thinking by his family's beliefs in the American system and a narrow definition of success. It's clearly making him unhappy and, over the course of the play, he struggles to divorce his personal happiness from his career achievements (or lack thereof).
The futility of this whole enterprise and the proof that career and financial success doesn't automatically lead to happiness is shown in Willy's second son, Happy. Talking with Biff in Act 1 about their adult lives so far, Happy says,
"All I can do now is wait for the merchandise manager to die. And suppose I get to be merchandise manager? He’s a good friend of mine, and he just built a terrific estate on Long Island. And he lived there about two months and sold it, and now he’s building another one. He can’t enjoy it once it’s finished. And I know that’s just what I’d do. I don’t know what the hell I’m workin’ for. Sometimes I sit in my apartment—all alone. And I think of the rent I’m paying. And it’s crazy. But then, it’s what I always wanted. My own apartment, a car, plenty of women, and still, goddamnit, I’m lonely."
Capitalism supposes that once you have "made it" and can buy everything you've ever wanted, you'll find happiness. Happy proves that that isn't the case. He is just as lonely and lost as his brother and his father are.
In the end of the play, Willy dies with few friends and less money, still clinging to the idea that his physicality, charm, and hard work can ensure success, even in his final suicidal act to set Biff up with life insurance money that will supposedly get him started on his career as a business owner. The audience and Loman family knows just how futile this death is.
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