Think... Rocky and Bullwinkle, Carol Burnett in Once Upon a Mattress, Burl Ives doing Rudolph the Red Nosed Reindeer, think 1950's literary fairy tale for fun. Alright, now that we are in the right cultural context, adjust your hats and we shall begin.
In this short little story Thurber plays all sorts of fun games with language, repetition, internal rhyme, absurd juxtapositions, and things that just almost make sense but then don't in a lovely silly dream like way. Plus how can you not love the Golux - who is never quite sure if he knows what he's doing but figures its better than doing nothing, eh?
But you've got to come with your ready for play hat on or you are going to get all hung up on why it isn't more sensible and go sailing past the point and out into the snow. Its a delectable cream puff, not a steel building, don't try to make it carry more weight than it can bear.