"The Secret Life of Walter Mitty", written by the great James Thurber for The New Yorker magazine, features an iconic daydreaming protagonist who imagines himself as several different characters.

The first character Walter Mitty imagines himself as is a Navy Commander of a hydroplane in the midst of a ferocious hurricane. While the other men in the plane are scared stiff, Mitty shows valiance and bravery in order to save the men from plummeting into the ice. "This Old Man'll get us through!" the men in Mitty's fantasy all say proudly to one another, but this fantasy is broken once Mitty's wife complains about his excessively fast and dangerous driving.

The second character Mitty imagines himself as is a renowned and effective surgeon who is given the job to operate on a famous millionaire banker. As the surgery becomes difficult, Mitty saves the day by inserting a fountain pen in place of a faulty piston in an important machine.

Next, Mitty imagines himself as a defendant on trial for murder. When his imagined attorney claims Mitty couldn't have committed the murder due to his right arm being in a sling, Mitty arrogantly defends his honor by proclaiming that he could have made the fatal shot with his weaker arm.

The fourth imagined version of Mitty is a military captain who takes the heroic job of reaching an ammunition dump by crossing a war-filled sky. Before this act, he slams several shots of brandy, which the sergeant applauds.

Finally, Walter Mitty imagines himself as standing before a firing squad. He smokes a final cigarette and bravely faces his imagined fate, standing "erect and motionless, proud and disdainful...inscrutable to the last". Here, Mitty recognizes himself as a man who remains heroic through each and every situation. The importance of understanding the story lies here: Mitty escapes from his mundane life through fantasies of heroism and bravery, yet his everyday, ordinary life lacks the excitement of his fantasies. In this sense, he remains inscrutable, or difficult to understand, because there is an adventurer and hero trapped inside him throughout his painfully ordinary life. He is, in a sense, his own hero, for rebelling against the grain through his extravagant fantasies.

As the story begins, Walter is in the middle of a daydream. He is the commander of a hydroplane. His lieutenant warns him that the conditions are too harsh but Walter (Commander) shows daring and bravery and orders them to go ahead. His wife wakes him out of this daydream by scolding him for driving too fast.

In his next daydream, Walter is a famous surgeon. Two specialists are working on a millionaire banker who happens to be friends with Roosevelt. They are apprehensive about operating so they turn it over to Walter. He is brought out of this daydream by the parking lot attendant.

In the next dream, he is an overconfident defendant in a murder trial.

Next, he is a supremely brave pilot who downs a lot of brandy before he takes off to fly "forty kilometers through hell."

Finally, after some more scolding from his wife, Walter stands against he wall of the drug store. He dreams of facing a firing squad. Again, he exhibits unshakable confidence in the face of danger. He is "inscrutable to the last." This means that he is mysterious, hard to read, and certainly hard to comprehend how he could be so brave (in his dreams).