How do Walter Mitty's fantasies relate to his consciousness?

Walter Mitty has a secret life in which he escapes his boring existence in his imagination. In “The Secret Life of Walter Mitty,” James Thurber reveals only five of his character’s daydreams. But the reader realizes that these five are only glimpses into a stream of consciousness in which many other episodes have taken place before and many more will take place after the story ends. The first and last scenes have a relationship which rounds out the story with an appropriate beginning and a subtle closure.
As the story opens, “Commander” Mitty is piloting a huge Navy hydroplane through stormy seas. Lieutenant Berg (whose name may have been suggested by the idea of icebergs) is alarmed. He says:
“We can’t make it, sir. It’s spoiling for a hurricane, if you ask me.”
The Commander’s fantasy is rudely interrupted:
“Not so fast! You’re driving too fast!” said Mrs. Mitty. “What are you driving so fast for?”
He realizes he is only driving the family car to Waterbury, Connecticut on their weekly shopping trip. Mrs. Mitty is not so much a domineering woman as she is a realist who keeps bringing her husband down to earth.
This particular episode in Mitty’s secret life was triggered by the fact that he could see that a storm was brewing. He noticed threatening clouds and may have seen a few drops on the windshield. He was responsible for getting to and from town safely. Actually this in itself was enough of a challenge because he was not a very good driver.
The story was first published in The New Yorker on March 18, 1939. The prospect of war in Europe was on everybody’s minds. It started in Europe when Hitler invaded Poland a few months later and France and England both declared war. It was only a matter of time before America would get involved, as it had become involved in World War I. The threat of war prompts the military themes of three of the five daydreams in “The Secret Life of Walter Mitty,” including the opening scene and the final scene in which he is about to be shot by a firing squad. When Mitty is waiting for his wife in the hotel lobby, he glances through an article in Liberty magazine titled “Can Hitler Conquer the World Through the Air?” It shows the popular concern about the imminence of another great war.
Then in the final episode, the storm which Mitty had foreseen finally breaks.
Walter Mitty lighted a cigarette. It began to rain, rain with sleet in it. He stood up against the wall of the drugstore, smoking . . . He put his shoulders back and his heels together . . . "To hell with the handkerchief,” said Walter Mitty scornfully.
Mitty thinks of the firing squad because he knows that men who are about to be shot stand against a wall and receive a final cigarette. Their eyes are usually covered as an act of mercy.
The ending is appropriate because the storm symbolizes the prevailing mood of the times. We all know how the war ended, but nobody in 1939 knew what was going to happen except that it would be bad. Mitty himself was too old to get involved in combat. But his fantasies suggest that he would welcome almost anything that would allow him to escape from his humdrum routine and his prying, mothering, omnipresent wife.