In the n. 5 issue of the Magazine "Serrote" (July,2010) there's an article by W.G.Sebald, written in memory of Robert Walser. While I was leafing through it today I came across another reference to Nabokov by Sebald and this one came with a long quote, but there was no footnote nor any elucidative reference in sight. 

Sebald informs that Nabokov, as a child, was extremely fond of reading the adventures of Golliwogg and his friends. He remembers that Nabokov once described a scene in which an aircraft is built out of strands of yellow silk with a small independent balloon attached to it for his thumb-sized friend. "In the immense altitude that was reached by the aircraft to get warmer the aeronauts bundled themselves against each other, while the small lonely "Thumbs", whom I envied inspite of the dire straits he found hiumself in, was lost in an abyss of stars and ice." (I re-translated it from the translation in Portugese, sorry!). Sebald's article ends with this quote. 

 

I cannot remember reading about Nabokov's fondness of the Golliwogg's adventures. There's such a richness of compacted information in any Nabokov text that I'm always surprised, when I re-read any work of his, by the amount of references, names, or puzzles that I missed...