The album leans heavily toward world fusion, drawing upon a variety of global influences. Indonesian styles are particularly pronounced, with Balinesegamelan music appearing in "Imaginary Day" and "Into the Dream". "The Heat of the Day" demonstrates repetitive hints of Iranian folk music. Imaginary Day also showcases the Group's first (and thus far, only) forays into rock music and drum and bass with "The Roots of Coincidence". In "The Awakening", the album concludes with strongly Gaelic melodies. "The Awakening" and "Follow Me" have been played on The Weather Channel during Local on the 8s.
The liner notes use an image substitution cipher throughout. The CD and CD tray can be lined up to one of three different keys (red, yellow or blue) to translate the majority of the liner notes, which include quotations from authors as well as a short essay by Metheny and Rodby. For example, lining up the arrow on the CD to the red square on the CD tray will decode the front cover as "PAT METHENY GROUP IMAGINARY DAY". Cover art by Stefan Sagmeister.