The novel's style is overall poetic and formal, as exemplified by the below passage from Chapter 1:
Leaving the main stream, they now passed into what seemed at first sight like a little landlocked lake. Green turf sloped down to either edge, brown snaky tree-roots gleamed below the surface of the quiet water, while ahead of them the silvery shoulder and foamy tumble of a weir, arm-in-arm with a restless dripping mill-wheel, that held up in its turn a grey-gabled mill-house, filled the air with a soothing murmur of sound, dull and smothery, yet with little clear voices speaking up cheerfully out of it at intervals.
Grahame uses vivid, detailed descriptions throughout the passage. He uses specific, evocative words to paint a clear picture of the surroundings, such as "green turf," "brown snaky tree-roots," "silvery shoulder," "foamy tumble," "grey-gabled mill-house," and more. This attention to detail enhances the reader's ability to imagine the scene for themselves, and, all in all, contributes to the immersive nature of Grahame's storytelling.
Grahame also makes use of dialect throughout The Wind in the Willows to reflect distinctions between characters, as evident in this passage, also from Chapter 1:
‘Greedy beggars!’ [Otter] observed, making for the provender. ‘Why didn’t you invite me, Ratty?’ ‘This was an impromptu affair,’ explained the Rat. ‘By the way—my friend Mr. Mole.’ ‘Proud, I’m sure,’ said the Otter, and the two animals were friends forthwith. ‘Such a rumpus everywhere!’ continued the Otter. ‘All the world seems out on the river to-day. I came up this backwater to try and get a moment’s peace, and then stumble upon you fellows!—At least—I beg pardon—I don’t exactly mean that, you know.’
Note how Otter's language is colloquial; he uses the casual expressions "rumpus" and "fellows," whereas Rat uses more formal, stiff language, as evident in his use of the phrase "impromptu affair." This difference in dialect reflects Otter's confident, casual nature.