Throughout his career Mike Kelley seems to have a consistent focus on space as a starting point for psychological exploration. This is clear in his early work "The Solipsistic Landscape" (1982), and runs through his work "Monkey Island" (1982) where he takes his viewpoint of the Island - through the links on a fence - as a jumping-off point to explore not just the view of the island itself but all that the island metaphysically contains, as well.
This spatial focus, combined with his performance work, reveals Kelley's understanding of the art object as fundamentally a spatial object. His development of different characters -- most notably the "Banana Man" from this exhibit, explores how character-types become tied to space and environment. His exploration (and satyrization) of his Irish heritage seems linked to this.
