Joan Didion's first novel in 12 years offers early on the rather surprising assertion that it is not fictional at all. The second chapter of The Last Thing He Wanted (Knopf; 227 pages; $23) begins, "For the record this is me talking. You know me, or think you do. The not quite omniscient author." This claim that Didion, the journalist and screenwriter, is writing as herself is followed by the news that she had considered giving herself an invented identity and name, to wit "Lilianne Owen," and telling the story under this disguise. That, she adds, didn't work: "As Lilianne Owen...
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