At the beginning of the story Walter Mitty is the dynamic military commander, unwavering in the face of danger. He is snapped from his fantasy by his nagging wife, but lapses back into his world of admiration and approbation to be a renowned surgeon, honourable key witness and then a brave fighter pilot. The story is therefore cyclical as it begins and ends in a dream.
Also, we see that Mitty has little grasp of reality as he moves from reality to fantasy, carrying vestiges of each world into the other, such as the gloves and the ‘pocketa pocketa sound’
Finally, however, the fantasy sequence at the end of the story is the zenith of Mitty's tragedy. The end of the story, with Mitty facing death in front of a firing squad, is deeply tragic as it shows Mitty preferring to visualise his own heroic death rather than contemplate the reality of his pitiful life. If death is the best and most exciting escape the man can have, how desperate his real life must be.
James Thurber's most famous short story "The Secret Life of Walter Mitty" is based on the title character who spends most of his life daydreaming. The term "Mittyesque" has become a description of such a fantasy seeker whose real world life is unsatisfactory. Since the story contains many daydreaming sequences, it is not surprising that Thurber would also end his story with one. Mitty's daydreams are always inspired by some form of unhappy or humdrum daily experience, so he is able to revert from a routine function to an important, often heroic act of fantasy. In real life, he is a timid, unassuming type, so his transformation into intrepidness is another way of escaping from his own personal dilemma. Lastly, the story ends on a happy note since the reader knows that the real life Mitty will survive his fantasy firing squad in the end.