Mitty also fantasizes about being the captain of an ice-breaker, a defendant on trial for murder, and then a war pilot. In this last daydream, he imagines that he has been captured by the enemy and is facing with dignity, even distain, a firing squad. As he flicks away his cigarette and refuses the blindfold, he pictures himself a a hero, "Walter Mitty the Undefeated, inscrutable to the last."
The alter-ego of the henpecked husband in overdrive!
The very first daydream that Walter Mitty has at the start of this short story is one in which he is a Navy pilot (or co-pilot) on an airplane which is flying through a hurricane and one of the worst storms on record. He pretends that he and his fellow pilots are trying to fly quickly through this hurricane in order to save the plane and crew. He has this daydream while he is driving into town with his wife who is complaining about how fast he is driving.
A second daydream that he has occurs as he leaves his wife who is about to get her hair down. Mitty drops one of his gloves and begins a daydream in which he is a doctor. He is in the process of performing surgery on a "billionaire banker" who is suffering from "Obstreosis of the ductal tract".