S’all good, man. Our lovable lawyer Jimmy McGill states categorically that he’s “no hero” during the third episode “Nacho“, and a large part of the fourth episode “Hero” seeks to play with that assertion. It also seeks to play with our expectations (much as I despise the phrase “play with our expectations”) about Jimmy’s transformation into Saul, revealing more about his past in the process.
The set-up for most of the episode is Jimmy’s purchase of a brand-spanking-new billboard advertising his fledgeling firm. He buys a new suit (the exact same suit his rival Hamlin wears) and creates a new logo (very nearly the exact same logo as the logo of Hamlin, Hamlin and McGill). He almost dyes his hair but decides to just photoshop the hairdo on the billboard picture instead. And when disaster strikes, our hero springs into action in what ends up being exactly what we’d expect from him — old dog, old tricks, new suit and haircut.
Saul/Jimmy has always been a bit of a con man, and so his “origin” was probably always going to allude to that. “Hero” takes that notion and hammers it home — not only is Slippin’ Jimmy a literal flimflam artist, but his accomplice uses the name “Henry Gondorff” on his fake license. Gondorff is Paul Newman’s character from The Sting, arguably the greatest of con movies, and while we know Jimmy loves movies and movie quotes this allusion seems to go deeper than that. We expect him to be an amateur con man, a kind of mini-Saul, and you know what? Here we are watching him scam a guy in pretty much the exact way one of the greatest movie con artists of all time scams his own marks. Image is highly important to Jimmy, even when he’s fleecing someone, so he can’t help but equate his schemes with Gondorff’s.
That concern with image extends to the billboard fiasco, and to Jimmy’s current predicament in his law field. In the same way that he equates himself with the best in the business when he’s conning people in Albuquerque, Jimmy equates himself with Hamlin by emulating his look and logo. Moreover, he seems to genuinely believe that he’s in the right in doing so. The theft of image is so blatantly obvious to we viewers and to Hamlin and Co. (and the judge, eventually), but to Jimmy it’s beyond comprehension that’d he’d be treated this way. There’s a link between the image of Jimmy/Saul and the actual services of Jimmy/Saul, and when Jimmy frees Nacho midway through “Hero” one has to wonder whether he should stop pretending to be a noble guy with noble clients.
On a minor note, one of the more subtle and yet strangely satisfying moments of foreshadowing comes as Jimmy’s shopping for “nice” clothes in a men’s shop (sorry for the quality):

He buys a white shirt with real pearl buttons (“none of that plastic crap”) and a navy blue pinstripe suit. But when the tailor retreats to the back room to check his stock, Jimmy heads over to the shirt racks and starts matching shirts and ties. The putrid orange combo he holds up is exactly the kind of thing Saul Goodman would wear, not clean-image Jimmy.

I hear you — “it’s a f*cking shirt,” you’re saying, “stop trying to read into everything,” you’re saying — but there’s no doubt that “Hero” is highly concerned with Jimmy’s image. The long and short of it might be that Jimmy’s image is only a small part of his prospects at success, even though he places great significance on it at this particular juncture. We might also dare to assume that Jimmy’s interest in a sleazier shirt might signify that he remembers where his strengths lie (conning people) and is drawn towards that image, not the image of Hamlin. Breaking Bad used colors to symbolize morality, so why can’t Better Call Saul?
Overall, “Hero” was one of the best episodes yet.
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