In 1984, O'Brien arrests Winston after watching him for a long time. Why didn't O'Brien arrest Winston immediately after knowing he is a rebel?

This is an excellent
question to consider, and of course the novel never openly tells us the answer. What we need to
do therefore in order to think of the reason why this question is left unanswered is to consider
what we know about the Party. They do not want to simply kill those who oppose them and Big
Brother. They want to psychologically dominate them and brainwash them into loving Big Brother.
This is of course shown in one of the most depressing and momentous quotes in the whole book,
which comes at the very end, whenrealises that they have succeeded in this and that he loves Big
Brother:

But it was all right, everything was all right,
the struggle was finished. He had won the victory over himself. He loved Big Brother.

Therefore, we can infer that the Thought Police delayed for so long
before arresting Winston andprecisely so that they could study them and work out how to turn
them, discovering their secret fears and what they could use against them to torture them into
believing in the idea of the Party and Big Brother. The incident in Room 101 clearly shows this
in action, asseems to instinctively know what Winston is most afraid of.