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Irony
Explanation and Analysis—The Golden Sky:

When the governess recounts first arriving at Bly, she uses visual and auditory imagery to describe the surroundings:

I remember the lawn and the bright flowers and the crunch of my wheels on the gravel and the clustered tree-tops over which the rooks circled and cawed in the golden sky.

The "bright[ness]" of this scene suggests to the governess that this is a beautiful, happy place. Even the way she describes the sound of the wheels "crunch[ing]" on the gravel has a sense of pleasure in it, as if she's relishing the experience of arriving at a very fine place. But because readers know that the governess's story of her time at Bly ends in horror, there's a touch of dramatic irony to this moment—she thinks she's arriving at this wonderful, seemingly carefree place, but readers know this isn't the case. This creates a tension that draws readers through the novella, as they wait for the governess's idyllic view of Bly to crumble. 

Sure enough, the narrative returns to this exact imagery when the governess first sees the ghost of Peter Quint on one of the towers:

I can hear again, as I write, the intense hush in which the sounds of evening dropped. The rooks stopped cawing in the golden sky, and the friendly hour lost, for the minute, all its voice. But there was no other change in nature, unless indeed it were a change that I saw with a stranger sharpness. The gold was still in the sky, the clearness in the air, and the man who looked at me over the battlements was a definite as a picture in a frame.

What's most interesting here is that, for a moment, it seems like the idyllic imagery really is ruined by the appearance of Quint—there's even a sudden hush in the "golden sky." But then the governess says that everything stays largely the same, insisting that "there was no other change in nature." This complicates the idea that Bly's beauty is ruined for her once she starts seeing the ghosts, as Henry James seems to understand that what's truly unsettling is the idea that horrifying things can happen in beautiful places. 

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    Romeo
    (aside) She speaks.
    O, speak again, bright angel! For thou art
    As glorious to this night, being o’er my head,
    As is a winged messenger of heaven
    Unto the white, upturnèd, wondering eyes
    Of mortals that fall back to gaze on him
    When he bestrides the lazy-puffing clouds
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    O Romeo, Romeo! Wherefore art though Romeo?
    Deny they father and refuse they name.
    Or, if thou wilt not, be but sworn my love,
    And I’ll no longer be a Capulet.
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    Romeo
    (to himself) She speaks. Speak again, bright angel! For tonight you are as glorious, there up above me, as a winged messenger of heaven who makes mortals fall onto their backs to gaze up with awestruck eyes as he strides across the lazy clouds and sails through the air.
    Juliet
    O Romeo, Romeo! Why must you be Romeo? Deny your father and give up your name. Or, if you won’t change your name, just swear your love to me and I’ll give up being a Capulet.
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