Garrison Keillor misses Minnesota. He misses it a lot.

"I have dreams about my house in St. Paul," he said, "in which I'm sitting upstairs in a big room and there are people downstairs. . . . Strange dreams."That doesn't mean he's coming back to the state he left almost two years ago. He likes New York.

"It has outdoor baseball, great newspapers and trains, so it satisfies all my obsessions."

The problem with New York, he admits, is that "I don't really belong here. There aren't any committees that need me. There are back in Minnesota.

"I feel like I ought to be sitting on some screening committee at the State Arts Board, listening to proposals for teaching writing. It's excruciating work, reading these things, but somebody's got to do it. Out here I'm just a - tourist."

He pauses before delivering that last word. There are lots of pauses in a conversation with Keillor, not only because he chooses his words carefully but because dramatic pauses are one of the chief weapons of the storyteller.

Keillor has just published a book, "We Are Still Married" (Viking, $18.95), but instead of the traditional author's tour, racing from city to city, holding his book up on television talk shows, he's agreed to do some telephone interviews. Which is probably ideal.

This way all we're getting is the voice - the sepulchral, lugubrious voice with an occasional touch of despair, almost heartbreak - that we're used to hearing on his "Prairie Home Companion" monologues. It's like getting the latest news from Lake Wobegon.

His book, subtitled "Stories & Letters," is a miscellany of short stories, sketches from the New Yorker magazine and poems. With typical whimsy, the section devoted to "Letters" contains no letters. Nor is Keillor, he revealed in a burst of candor, really working on a book called "What Will Our World Be Like in the Year 1990?"

When Keillor pulled up stakes in 1987, he was headed for Denmark to live with his Danish bride, Ulla Skaerved. How did he end up in Manhattan?

"I was awfully naive," he explained. "I thought Danish was something I could just pick up. I would have had to spend the first year in intensive language study, and it wasn't a year I could afford to spend that way. I didn't want to stay away from the show too long."

The show? Those "Prairie Home Companion" broadcasts that he'd also said goodbye to when he left Minnesota? True, he admitted, "but I think in my last show - I don't know, I've never gone back and listened to it - but I think I said that this was our first of many farewell shows. So far we're up to the third annual."