Why does Jimmy want to carry his own suitcase?

When Jimmy Valentine checks into the Planters' Hotel in Elmore, Arkansas, under the alias of Ralph Spencer, he prevents the clerk from calling the bellboy.

Mr. Spencer thought he would stop over in the town a few days and look over the situation. No, the clerk needn't call the boy. He would carry up his suit-case, himself; it was rather heavy.

Jimmy doesn't want the bellboy to realize how heavy the suitcase really is, because it...

When Jimmy Valentine checks into the Planters' Hotel in Elmore, Arkansas, under the alias of Ralph Spencer, he prevents the clerk from calling the bellboy.

Mr. Spencer thought he would stop over in the town a few days and look over the situation. No, the clerk needn't call the boy. He would carry up his suit-case, himself; it was rather heavy.

Jimmy doesn't want the bellboy to realize how heavy the suitcase really is, because it would start the boy wondering and then talking about it. This is a small town where everything gets around. Other people would start wondering and talking about Jimmy's suitcase. It is heavy because it is full of the tools of his trade.

It was a complete set, made of specially tempered steel, the latest designs in drills, punches, braces and bits, jimmies, clamps, and augers, with two or three novelties, invented by Jimmy himself, in which he took pride. 

O. Henry makes repeated references to this suitcase. It is a symbol of Jimmy's high professional status as a safecracker. But it also becomes a terrible burden after he decides to go straight. He happens to have it with him when the little girl gets trapped in the bank vault. He is forced by his own conscience and his fiancee's pleadings to open the suitcase and reveal to everybody that he is a professional safecracker, an imposter, a criminal and an ex-convict. The tools will be incontrovertible evidence against him in court when Ben Price arrests him, because they can be linked to the three bank jobs Jimmy pulled after being pardoned and released from prison.

Jimmy would like to get rid of the suitcase, but he can't. It has become a millstone around his neck. This symbolizes what happens to people when they enter a life of crime. They develop criminal mentalities, and later they develop convict mentalities. We are all shaped by what we do in life. 

O. Henry spent three years in a state prison for embezzlement, and he learned a lot about criminals and convicts. He knew how hard it was to go straight. He saw many men walk out of prison and then be brought back inside. They are called "recidivists." It is hard for them to make it on the outside because they have no respectable trades and they cannot explain what they have been doing for a number of years.

An extreme example of a recidivist is Jean Valjean in Victor Hugo's great classic novel Les Miserables. Valjean tries all his life to be a respectable citizen, but he is pursued relentlessly by his nemesis Inspector Javert. Ben Price is Jimmy Valentine's nemesis, but Price is not such a hard-hearted martinet as Javert. Price is willing to give Jimmy a break after he sees how Jimmy sacrifices his freedom and happiness to save that little girl.