The Secret Life of Walter Mitty/ Psychoanalysis

The Secret Life of Walter Mitty was very confusing the first time I read it. The plot skips from Mitty doing everyday errands to being a submarine pilot with no leading context. I thought that I had skipped a paragraph or something. Then, I thought he was having flashbacks from WWII; I really had it wrong. After that, I thought that maybe Mitty was crazy; I was wrong again.
Aparently, Walter Mitty is daydreaming. I can see the psychoanalysis portion of this, the idea of showing someone's thoughts was very new at the time this story was written. Although this story was harder to keep up with than a Tarantino movie I rectuantly read it over and over so that I could atempt to grasp the full meaning.
"They're so damn cocky, thought Walter Mitty, walking along Main Street; they think they know everything." I don't think that Mitty likes America too much.