The irony of art and theft
The last story, "The Locked Room," details an artist plagiarizing another person's writing. The theft is even more poignant when he replaces that person in their family, becoming them. The psychology of this is escapism, so Auster is suggesting that art is partially about escaping one's self, and by adopting art from other sources, artist broaden their sense of self, but in this story, this leads to the character being a weird kind of parasite.
The irony of detective tropes
Although the detective novel is about mystery and thrill, the tropes of the genre are so expectable and predictable that many of these characters struggle to write anything that hasn't been written before. They write very predictable stories about non-predictability and mystery, so the tropes of the genre serve as an ironic brushstroke in the stories, pointing to question of whether these stories are satire.
The irony of colors
The characters in "Ghost" all have the same kind of name, ironically. The code name motif is being taken to hysterical levels, as not only are the targets assigned code names, so also are the detectives, the employer, and even the name of the street where the action takes place is called "Orange Street." The point is simply that the color code name motif is overdone, literally in this case. The colors underscore the accidental predictability of the genre.
Art on the side of life
Instead of allowing the protagonist in the first story, "City of Glass," to become a hero of his own, the protagonist tries to become like the heroes of his imagination and fails, commiserating with the bystander who narrates Don Quixote as Quixote travels around being all heroic and adventurous, landing all the sweet gals who swoon for him. The irony here is that the artist is struggling to believe that he could ever be interesting.
The ironic metanarrative
As a little gag, the writer writes himself into the book, explaining that he isn't technically the narrator, but ironically, even though he isn't technically the narrator, in his own universe, he does write himself in with the same dual profession. Like the narrator, Paul Auster the character has also become a detective, having loved detective fiction for so long. The ironies abound.
