The lady’s quick reaction to avoid meeting Gurov's gaze gives a very strong initial impression of a woman who is young, relatively innocent, and married. Note how Chekhov continues to use subtle and descriptive techniques to contrast the older and cynical Gurov with the young and innocent lady.
At this point, Chekhov gives us special access to Gurov’s thoughts, a point of view called limited third person perspective. Since we’re only seeing what Gurov thinks, this limits the perspective somewhat. Chekhov continues to narrate from this perspective for most of the story; however, there are moments when he narrates from a fully omniscient perspective, as well as a notable change towards the end when we are able to know what a character besides Gurov is thinking.
"IT was said that a new person had appeared on the sea-front: a lady with a little dog..."See in text(Part I)
Chekhov efficiently sets the scene with this opening line by identifying the setting as a seaside resort, implying that the resort is a little boring (since the appearance of a new person is novel), and strongly suggesting that the woman is alone without a human companion. He uses these factors to foreshadow the inevitable meeting between Gurov and the lady with the little dog.
"it was strange and inappropriate..."See in text(Part II)
Chekhov again contrasts the two characters by showing how Anna feels and reacts after their affair compared to how Gurov does. While Anna regards the event as immoral and sinful behavior, Gurov finds her attitude strange and the notion that she has somehow disgraced herself ridiculous--likely due to his having never taken affairs very seriously.
"he thought how lovely she was..."See in text(Part III)
Chekhov shows us how Gurov finally realizes how much he loves Anna by contrasting Gurov's love for Anna with the less beautiful things in the theater. Realizing his love, Gurov understands that to pretend anything else matters more than Anna is to deceive himself.
"for the first time in his life...."See in text(Part IV)
Chekhov uses the looking-glass to symbolize Gurov's self-awareness. While he literally sees himself as an older man, symbolically Gurov finally sees who he truly is and what his relationship with Anna really represents: that he has fallen in love for the first time and is able to love her completely.
Note that in this paragraph Chekhov changes the point of view to include Anna's thoughts in addition to Gurov's. In doing so, he subtly reaffirms the closeness of their relationship by speaking for how they both feel in this moment.