His first daydream in the story is interrupted by a parking lot attendant.
"His thoughts are interrupted by the attendant at the parking lot, where Mitty is trying to enter through the exit lane."
"He is constantly being upbraided by policemen, parking lot attendants, and his wife for his erratic, distracted behavior."
Sometimes Mitty wakes himself out of his fantasy world without any intervention. But his wife is the individual most responsible for pulling Walter back into the reality that he constantly escapes through daydreaming.
He has many different daydreams in the short story, and many different 'things' wake him up. (see below for a few examples) Please specify next time. :) THANKS