During his flight with Iris it is revealed that Nat is mentally ill, suffering from delusions and hallucinations and possibly multiple personality disorder. This leaves the viewer unsure of how much of the story has been real, and how much has been Nat's imagination.
While flying with Iris, Nat's mental state becomes apparent as he experiences delusions and hallucinations, potentially indicating multiple personalities. The ambiguity surrounding his condition raises questions about the reality of events depicted in the story.