Walter's initial goal is to open a liquor store with two friends/associates of his. He is driven, in part, by a desire to own something of his own and to reap the rewards of his own labor.
He longs to invest his father's insurance money in a liquor store because he wants to achieve financial success through his own efforts.
However, on a more basic level, Walter's aim is to escape from a life of servility. He does not want to be a servant, driving other people around. Walter does not want his wife to have to do other people's laundry. Dignity and some degree of social standing stand as principal elements of Walter's internal drive.
He works as a chauffeur, a job he finds unsatisfying on a number of levels but most particularly because he does not desire to be anyone's servant.
The identity-oriented themes of the play clearly work through Walter's character as much as through any of the other characters. We see Walter's anxiety about social position emerge when he speaks to George Murchison and with Karl Linder. We see the result of this angst in his desperation over the failed plan to open a liquor store.