In this excellent short story, the nature of heroism is discussed through the example of Collins, a Private who, desperate for some water, braves passing through a field which is being bombed to get to a well and receive some water. As he starts off towards his goal, leaving his comrades behind, he begins to internally debate whether he should think of himself as a hero. He finally decides that he could not be a hero because he is motivated by foolish pride and pettiness rather than the nobility and heroism that we associate with heroic acts. This is why he feels that he is "an intruder in the land of fine deeds," because he is not really a hero at all and his task is hardly heroic.
Yet, of course, as the story progresses and he reaches his objective and, on his return, gives water to a dying man almost involuntarily, we can see that Crane is discussing the "mystery of heroism" and showing that heroism can crop up in unexpected places and that we all have it within us to be heroic.