Walter Mitty starts the story as a Commander of a Navy hydroplane. In this daydream he is pushing through a hurricane showing his courage and bravery.
Later he is a doctor who saves the life of a millionaire banker "Wellington McMillan".
Then he dreams of being a defendant on the witness stand. He is an expert marksman and "a crack shot with any sort of firearm".
In all of these daydreams is an important individual displaying the characteristics that he lacks in his real life.