I think Van Alden tried to be a good person and provider for his first wife but became disillusioned because of the way the world around him behaved. He tells about how his family suffered by his religious upbringing with his story about what happened in 1892. His wife was barren and they talked about specific barren women in the bible. He cited the book of Job as an example of someone who clung to faith. Him whipping himself for having impure thoughts/doubt, not feeling or understanding love, showed that he related punishment as necessary to cure his weakened/loss of faith.
Although not shown, I am sure other things his father did as head of their family were stern and with no allowance for other opinions. He may have had to deal with being made fun of as a child by others because of his fathers rules. We aren't shown if he had to fight or yield to bullies (eye for an eye vs turn the other cheek) nor do we see how his mother was treated. I am guessing that she was used as a servant and vessel for child bearing. In his present day life and career we see him snap as he is pushed beyond his breaking point. He seems to always be surrounded by false prophets and can't understand why.
I think him meeting the Norwegian baby sitter was a godsend for him. A reward for saving the innocent and unwanted baby. Her knowing the art of making home brew was a big plus as he learned that he had to accept the world the way it was instead of some religious perfect paradise. He learned that there was never going to be an exact message to him from god (as in praying for guidance), he just accepted whatever came his way. Nelson doesn't express any love towards Sigrid Mueller or the children. We do see Nucky, Al Capone, Eli and Richard Harrow show love toward their wives and kids.
He was a tormented soul who never grew in positive ways and became everything he was originally against. I was glad to see him burn the fat guy's face with the iron for not learning when to stop using him as the butt of their jokes, and later blasting fatso and his pals point blank when they tried to exact their revenge. In the end he knew that the eye for an eye philosophy worked better than turning the other cheek.
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Books and movies are usually better than real life.
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