The Secret Life Of Mitty

The "secret" is basically Mitty's escapism. Although it may seem obvious, it is important to note that all of Walter Mitty's fantasies leap out of reality, as it were, and do not return to them: the end of each dream is occasioned by a tailing off or an abrupt cut (accompanied by psychological shock) back to reality, where he finds himself at a different point from where he began to daydream. Mitty is an escapist because his fantasies don't provide any insight or help him work through situations he faces in reality.