The where is California, the subject of Didion's vexation and fascination in 40 years' worth of writing. The was isn't an am because Didion explores how her idea of the place has changed since she was a kid in Sacramento, full of ''misapprehensions and misunderstandings so much a part of who I became that I can still to this day confront them only obliquely.'' And how: As often as not, Didion's route to the personal is through the sociohistorical. In tracking her ancestors across the frontier, analyzing the railroad and defense industries, or revisiting the L.A. suburb that gave America the Spur Posse in 1993, she is her usual cool, overglamorously ominous self -- a dry-ice queen. Her essays give a more acute sense of Didion and her California than this scattered analysis of her golden dream.