Walter’s fantasies emerge from his wild exaggeration of events, situations and objects which surround him in his crushingly dull life.
In the opening of the story, Mitty sees himself as the daring commander of a hydroplane; held in awe by his men as he challenges the elements to complete the mission. He is pulled from this dream by the voice of his wife, telling him he is driving too fast for her liking-
"You know I don't like to go more than forty. You were up to fifty-five." Walter Mitty drove on toward Waterbury in silence, the roaring of the SN202 through the worst storm in twenty years of Navy flying fading in the remote, intimate airways of his mind.
His second fantasy is triggered after his wife nags him about wearing his driving gloves. As he drops her at the hairdressers and passes a hospital, he becomes an eminent surgeon, removing his gloves. He is again esteemed by his colleagues ands is able to perform a machine repair and a tricky operation with dextrous skill: a direct contrast to the fact that he is unable to park his car properly.
The sound of a newsboy shouting the headlines about a famous trial take him to a courtroom scenario for his next daydream. He had been contemplating wearing a sling to cover his inability to put snowshoes on his car, and in the trial in his head, he wears a sling as he reveals his ability to be a dead shot with either hand, and whilst catching a girl in his arms.
Mitty sits in the hotel lobby, waiting for his wife and reading the news headlines about the war when he becomes an ace pilot, ready to risk his life with jovial abandon-
"We only live once, Sergeant," said Mitty, with his faint, fleeting smile. "Or do we?"
Finally, he waits outside the drugstore for his wife, knowing he has angered her, and sneaking a cigarette in her absence. This cigarette takes him to his last request in front of a firing squad. He knows he is doomed – his wife wants him to see a doctor again – to a life of oppression, and would choose any way out if he really had the courage of his alter-egos.