Walter Mitty's dreams are most often triggered by people, conversations, or actions going on in the real world. He allows these triggers to take over his thoughts, and with the signaling ellipses (. . . ) used by auther James Thurber, the reader quickly realizes Mitty is either going in or out of a day dream.
In his first day dream, as the story opens, Walter imagines himself as a confident military commander leading his crew through a terrible storm. This dream is interrupted when his wife, who is in the car with him, tells him to stop driving so fast. He soon drops her off, but not before she reminds him of his need to buy overshoes and some puppy biscuits and tells him to put on his gloves, which he does.
Driving alone and removing his gloves, he sees a hospital and imagines himself as a brilliant surgeon removing his gloves and about to perform an operation. This dream ends when he tries to pull into the exit lane of the parking structure and is yelled at by the attendant.
From there, he goes to buy his overshoes but can't remember what else he is supposed to buy. As he walks along, he hears a newsboy shouting about a trial. Soon, he envisions himself as an expert marksman testifying at a trial. This time, his dream is interrupted when someone in his dream calls him a "miserable cur" (another name for a dog), and he suddenly remembers what else he is supposed to buy: puppy buscuit.
After making his purchase, he goes to the hotel lobby where he is supposed to meet his wife and begins reading a magazine about fighter pilots. Soon, his next dream carries him away into battle, where he is a daring and brave bomber pilot embarking on a mission. This dream ends when his wife hits him and yells at him, having been looking for him for a while in the lobby.
His final dream is triggered when he lights a cigarette as he leans against the drug store wall waiting for his wife once again - soon he is lighting his final cigarette and drawing his last breaths as he faces a firing squad.
In alll of Walter's dreams, he is a man who is intelligent, confident, collected, courageous, admired, listened to, and respected - all things that he really in not in reality. His wife, the parking lot attendant, the police officer who tells him to "step on it" when he fails to move when the light turns green, the woman on the street who laughs at him when he suddenly says "puppy biscuit" - all these characters treat him as if he is a child, a fool, an ignoramus. In his dreams, though, he "ain't afraid of anything," he has all the answers, and he is "inscrutable to the last."