The story is an initiation of sorts. He learns to be a professional. The hard way. With regard to curiosity getting him into trouble, I think it's really obsession that gets him into trouble. Of course, one can lead to the other, but because of the personal problems that Romero has, he's ready to grab at anything that will distract him.
Shoes are banal, yes, and thus an interesting unexpected catalyst.
This part of the story is based on real life. My home is in Santa Fe, New Mexico, where the story is set. A couple of years ago, on a major street near where I live, shoes began appearing, sometimes singly, sometimes in pairs. Old and new. All kinds of shoes.