In the short story "Secret Life of Walter Mitty" do you feel sorry for Mitty in the start of the story? Why or why not?
To a certain extent, there is a level of empathy that is felt for Mitty at the start of the story. He seems to live a very uninspired existence which consists of a wife telling him to buy overshoes and battling with others for a sense of acknowledgement in the world. Mitty's own sense of personal voice is not truly authenticated in his world, which might be why his dreams are a stark contrast to his own existence. In his dreams, his voice is validated and his experience has relevance. One feels some level of sadness about the fact that his dreams are the only vehicle where his life holds meaning. The argument can be made that it is on his shoulders to change this existence, but at the opening of the story, there is a strong note of sadness and empathy struck upon initially reading about Walter's state of being in the world at the start of Thurber's story.
If your definition of the 'start' of the story is the first paragraph then no, there is no need to sympathise with Mitty. In this opening sequence he is at his peak: a handsome, well respected flying ace with a zest for life in an adrenalin-fuelled escapade. It is the break from this fantasy which takes us quickly from zenith to nadir -
"Not so fast! You're driving too fast!" said Mrs. Mitty. "What are you driving so fast for?"
It is the intervention of his wife, puncturing his dream and bringing him crashing -almost literally - to reality where our pity begins.