What is one of Walter Mitty's fantasies?

The story opens right in the midst of one of Walter Mitty's secret fantasies.

"We’re going through!” The Commander’s voice was like thin ice breaking. He wore his full-dress uniform, with the heavily braided white cap pulled down rakishly over one cold gray eye. “We can’t make it, sir. It’s spoiling for a hurricane, if you ask me.” “I’m not asking you, Lieutenant Berg,” said the Commander. “Throw on the power lights! Rev her up...

The story opens right in the midst of one of Walter Mitty's secret fantasies.

"We’re going through!” The Commander’s voice was like thin ice breaking. He wore his full-dress uniform, with the heavily braided white cap pulled down rakishly over one cold gray eye. “We can’t make it, sir. It’s spoiling for a hurricane, if you ask me.” “I’m not asking you, Lieutenant Berg,” said the Commander. “Throw on the power lights! Rev her up to 8,500! We’re going through!” 

This fantasy is worth examining because it has several of the characteristics of most of Walter Mitty's fantasies. For one thing, it is appropriate to his age. He does not fantasize about youthful love affairs or achievements on the football field. In order to become a commander, he would have to have reached middle-age. He is at least that much of a realist. The fantasy of piloting a huge hydroplane through hurricane weather also shows how Mitty's mind jumps from the mundane reality of the present into a dream of achievement in a critical situation. He is actually driving a car rather than a hydroplane. He notices black clouds gathering and perhaps sees a few raindrops on the windshield. He realizes that he is going to have to get himself and his wife to Waterbury for their weekly shopping trip and back to their rural home in a rainstorm. This is what makes him imagine himself saying, "We're going through."

The storm he sees brewing on the way into Waterbury actually hits when they are in town and he is standing outside the drugstore waiting for his wife.

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. He took one last drag on his cigarette and snapped it away. Then, with that faint, fleeting smile playing about his lips, he faced the firing squad; erect and motionless, proud and disdainful, Walter Mitty the Undefeated, inscrutable to the last. 

This tends to put a "frame" around the story rather than having it only a succession of grandiose daydreams. Walter Mitty is usually brought out of his fantasies by some interruption from the world of reality. In the case of Commander Mitty, he is brought back to reality by his wife's querulous voice.

“Not so fast! You’re driving too fast!” said Mrs. Mitty. “What are you driving so fast for?”
“Hmm?” said Walter Mitty.
“You were up to fifty-five,” she said. “You know I don’t like to go more than forty. You were up to fifty-five.” 

We know what must have happened. (The same thing might have happened at one time or another to us.) He was thinking about revving up the hydroplane engines and unconsciously pressing down harder on the accelerator pedal of his car. No telling how fast he might have gotten going if his wife hadn't been watching the speedometer intently. 

We all know about the dreams of glory of children and adolescents. What is unusual about "The Secret Life of Walter Mitty" is that the protagonist still has dreams of glory but they are "age-appropriate." They are the daydreams of a middle-aged man who can still imagine situations in which he can be heroic.