I agree about innuendo, although I might call it implication. Word limits have taught me to make a sentence do double or triple duty, and some of what it says can only be implied.
That link doesn't take me there. ???
It's a length thing. Plot is everything. You can't do much character development. Theme maybe. If you're working with the traditional crime-and-suspects scenario, you've got a particularly difficult job.
My stories must be novellas. They certainly involve more than a single location/incident/crime.
But they were the path to publication in my case.
I.J.--Blogger site has been broken for four days--just got it up and running again. So you should be able to pop over there. And scroll down to find the blog about short stories.
For me the key to a short story is that it is short. That sounds silly, I know, but my point is a short story needs to be simply about a singular idea or event or message. I believe you can have in-depth characterization, rich settings, multiple settings and even a complicated plot, all the same components as a longer work but all along a single plot that you present in a compact, focused way.
Someone said your words have to do double and even triple duty and I believe that is the key. Your setting needs to drive plot, your characterization needs to reflect the conflict, events need to reveal something about character.
I don't think people need to learn how to do short stories to write novels, but for me, I believe doing so has helped me sharpen my writing, and write with a clear purpose in mind.