Gary Shteyngart was sipping a vodka tonic in a roomful of writers at PowerHouse Arena in Dumbo last night. It was a particularly cold evening, so I asked him how the weather in New York compared to St. Petersburg, where Mr. Shteyngart was born.

“This is getting close,” said Mr. Shteyngart, who emigrated to the United States at age seven, as he details in his new memoir, Little Failure. “We’re not there yet. It should be closer to zero, but we’re getting there.” 

“I like coldness,” Mr. Shteyngart added. “I come home, I snuggle with myself. It’s important.”

How does one go about fighting the cold, though?

“I would set parts of myself on fire,” Mr. Shteyngart said dryly. “These hipster boots are very flammable,” he told me, gesturing at the pair of grey sneakers he was wearing.

What are those—Vans?

“I don’t know,” he said. “Some bullshit.”

Mr. Shteyngart was playing host at a party organized by PEN America to celebrate those who published books in 2013. 

“Who knew there was a market for literary memoirs?” Mr. Shteyngart said of his own book. “Jesus Christ. What’s wrong with this planet?” 

Some writers are hesitant to pick favorites—the literary world is a small one, after all—but Mr. Shteyngart wasted no time in revealing which 2013 book he most admired.

“It was The Unwinding, by George Packer,” Mr. Shteyngart said, “because it taught me all about America, including parts I don’t know about, like Youngstown, Ohio.”

(He told The New York Times this week that his favorite book of 2013 was Carl Hiaasen’s Bad Monkey. Leave it to Mr. Shteyngart to keep things interesting.)

“It’s like landing, it’s like—you know when you’re flying to L.A.?” Mr. Shteyngart said of The Unwinding. “In this book, I felt like I’d landed somewhere. It’s shocking, and the natives talked to me—or at me.”

Mr. Packer didn’t show up to the literary gathering, but a number of notable writers were in attendance, including Anna Holmes, the founder of Jezebel; Tina Chang, Brooklyn’s poet laureate; the novelist Mitchell Jackson; the biographer Ron Chernow; and the comedian B.J. Novak, whose new story collection, One More Thing, comes out early next month. 

What did Mr. Shteyngart—a “furry, Russian nebbish,” as he described himself—make of events like these? Did he enjoy hobnobbing with all the bookish folks, or did it make him anxious?

“I mean, I don’t live in Brooklyn,” Mr. Shteyngart told me, “so this is my chance to meet people who matter in the publishing industry.” He paused for a moment, taking in the scene through his thick-rimmed glasses. “Great hats, too,” he added, pointing to a pair of raffish young gentleman who had just walked in. “That’s just terrific.”

I confessed that these parties made me uncomfortable.

He immediately pulled an orange prescription bottle out of his pocket. “Do you want Ativan?”

I told him I’d stick to wine.

“That’s part of it,” he said, clutching his glass of vodka.