Like The Stranger’s Meursault and The Catcher in the Rye’s Holden Caulfield, the Underground Man is our sole window into this world. As a result, we only get his skewed take on the “reality” in which he lives. Key to this reality is the Man’s status as “underground.” He identifies himself as underground for two main reasons. First, it establishes him as an outsider, and although this status is the source of much misery, it is essential for the reality he has created for himself. Second, it hints at the notion of revolution: there might be other Undergrounders out there waiting to unite against the oppression of their everyday lives. Ironically, the Underground Man is too apathetic to seek out other Undergrounders, creating further dissatisfaction in himself.
For me, the first person style of writing reminds me of Friedrich Nietzsche and Nassim Nicholas Taleb.