First, we have to identify Mitty's last daydream. At the very end of the story, after an unpleasant encounter with his wife, Mitty has the fantasy of being in front of a firing squad about to be shot (but being very stoic at the same time.)
Secondly, we have to identify Mrs. Mitty's personality. An apt description, based on the story, would be 1) bossy, 2) unpleasant, 3) condescending, 4) selfish.
So how was Mitty's final daydream tied into his wife's personality, and what does this say about his future? His wife's constant belittlement and hen-pecking has "killed" Mitty's spirit. In a lot of ways his marriage is like a "sentence" carried out by an executioner, "Till death do we part."
What it says about his future is more uncertain. On the one hand, we can see that Mitty's fate has already been sealed: he will likely continue to exist in the same fantasy world he has before, escaping his awful life. That's how he's used his fantasies all along. On the other hand, Mitty is a heroic figure in his fantasies that always seems to prevail in a dramatic reversal of fortune. This might indicate that there is hope for Mitty yet. If he was truly despondent, his dream life would likely portray him as a loser as well. The reader also has that critical line, "Does it ever occur to you that I might be thinking" that shows it is possible for him to rise up, even a little bit, against his wife's tyranny.