'And I was really interested in that unbreakable bond and in how they will follow each other no matter what, no matter where, because they've already been to the worst possible place. 'Despite the trauma that these two girls endure, they remain very close and they have an unbreakable bond,' she says.

Gay tells NPR's Audie Cornish that it's both dark and hopeful at the same time.

The book opens with 'I Will Follow You,' an intense story about a pair of sisters whose closeness is the result of a sexual assault when they were girls. (A few years ago, she wrote a book of essays called Bad Feminist.) Her new short story collection, Difficult Women, explores women's lives and issues of race, class and sex. 'Difficult woman' is a loaded term, but writer Roxane Gay isn't afraid of taking on ideas with baggage.