Carl Jung coined the terms "introvert" and "extravert" in his book Psychological Types. He described both as follows:
The two types [introverts and extraverts] are so different and present such a striking contrast that their existence becomes quite obvious even to the layman once it has been pointed out. Everyone knows those reserved, inscrutable, rather shy people who form the strongest possible contrast to the open, sociable, jovial, or at least friendly and approachable characters who are on good terms with everybody, or quarrel with everybody, but always relate to them in some way and in turn are affected by them.
Walter Mitty is generally described as a timid person who compensates for feelings of inferiority and incompetence by fantasizing about heroic deeds. But his main problem might be that he is an extreme introvert who happens to be married to an extreme extravert. According to Jung:
The introvert sees everything that is in any way valuable to him in the subject; the extravert sees it in the object. This dependence on the object seems to the introvert a mark of the greatest inferiority, while to the extravert the preoccupation with the subject seems nothing but infantile autoeroticism. So it is no surprising that the two types often come into conflict. This does not, however, prevent most men from marrying women of the opposite type. Such marriages are very valuable as psychological symbioses so long as the partners do not attempt a mutual “psychological” understanding.
Mitty is not timid so much absent-minded. He gets lost in his own thoughts, and because he is lost in his thoughts he often acts incompetently. Many of us can relate to him because it is common to do apparently weird things when we are lost in thought.
I remember seeing a segment on television about a brilliant Soviet physicist who was working on the problem of detecting gravitational waves from the Big Bang. As an important scientist he had the privilege of owning his own car, but he became so involved in speculating about gravitational waves that he couldn't focus on the simple task of driving. He had to give up his car and start riding the subway. Walter Mitty is like that. He drives too fast and scares his wife. He can't manage to park the car in the lot. This doesn't seem like timidity but absent-mindedness.
Mitty is married to an obvious extravert. This is not an uncommon relationship. It is a familiar saying that "opposites attract." It is perhaps unfortunate that Mitty doesn't have something more important to think about than his delusions of grandeur, but it might be that this sort of escapism is something he only indulges in when he is with his overbearing wife. Like Thurber himself, Walter Mitty may be thinking about all sorts of new and valuable ideas when he has some privacy. Thurber doesn't specify what sort of work Mitty does, but he must be gainfully employed at something--and his job is probably of the sort that appeals to introverts such as Herman Melville's Bartleby the Scribner. Mitty needs to be able to work alone.
Mitty and his wife are not necessarily incompatible. They will probably never get a divorce. She may be dependent on him for income, while he is dependent on her to take care of practical matters. This kind of mutually compensatory relationship can be seen in many marriages. It has been suggested that people actually choose mates whose personality differences will provide their offspring with a balanced parental influence.