We Are All Completely Fine is the first story I've read from Daryl Gregory, but I hope not the last. This novella definitely fits in the horror genre (he even shouts out the Last Girl plotline), but Gregory doesn't go for the easy gore. He tells the story in a fairly difficult way and gets great results.
We have an ensemble cast for the story--a group of people who share horrific, supernatural experiences of some kind. Five of them plus a psychologist who assembles them into a group for therapy.
What's different here is that she believes the stories of her clients. We have a guy who was partially eaten by cannibals, a woman who was a victim of a mutilator, a man who sees things in his gaming goggles, and a woman who appears to have been abused by a cult. Lastly, Harrison Harrison, the nominal focus of the book--as a boy he battled a supernatural invasion in the town of Dunnsmouth, and the experience was fictionalized.
All have their roles, and they play them well. Harrison reluctantly steps into the leadership role as they confront their demons--he manages to say little about himself, but lets on that he knows things (he killed, or attempted to kill, the mutilator.
The progression of the story is just about perfect, you can't see what's coming but feel like you're learning things along the way. I enjoyed every page--Gregory's writing here is tight, there's nothing unnecessary. I give it a strong four stars, and recommend it highly.
So that covers all the novellas for this year's Nebula. Which one do I like? While Yesterday's Kin and The Regular are contenders, I'll pick We Are All Completely Fine as my winner. We shall see.