By Herta Müller  215 pages. Metropolitan Books. $23.  At the
start of ''The Appointment,'' a young woman sets off by tram for
her thrice-weekly interrogation session with Major Albu of the
Romanian Securitate, or political police. By the end she has not
quite got there, and yet, in a deeper, more desolate sense, she
has been there all the time.  Herta Müller, who managed to leave
Romania in 1987 after her own long bout of persecution, has
written a brooding, fog-shrouded allegory of life under the long
oppression of the regime of Nicolae Ceausescu. It was an
oppression probably harsher than any in Eastern Europe, a
harshness whose peculiar quality was its pervasive, impenetrable
obscurity.  Was she in pain? the dying Mrs. Gradgrind was asked
in Dickens's ''Hard Times.'' There was a pain somewhere in the
room but she was not sure if she had it, she replied. In
Ceausescu's Romania the pain was mistily everywhere; all but
invisible, impalpable, unlocatable.  I remember another
Bucharest tram, looming out of the