The shoes are a great symbol of the conflict between the sisters. Haven't we all at one time or another wanted to be in someone else's shoes? To have their advantages, their good fortune.
A persona like Slim Shady is artificial, you hide behind it. It takes great courage to tear yourself open, to give the sort of performance I wanted. He found it wearing.
I grew up as a reader as well as a movie-lover, so many of the novelists I admired - and so many of the great filmmakers I loved - were self-taught.