I enjoyed watching Walter Mitty. His "zoning out" fantasies were extreme yet not surprising, and in fact recent neuroscience studies show that we all "space out" about 30% of the time while awake. Scientists don't yet know why, but speculate that the brain is performing necessary functions, and that certain creative ideas may come to us during those times.
Walter used his imagined support of Cheryl to boost him into new action. She, in fact, did not drive him; he drove himself to try new activities, and thereby built his trust in himself.
As often happens, he paid a price along the way, and in the end he was a renewed man.
We got to see Walter's family system: he was the "good boy" in his family; and while his sister was loving, and showed up enough of the time, she wasn't present in a fundamental way which led to Walter being the responsible one. Yet his Mom's belief in him and her championing him (shown by her keeping mementos of Walter's), along with her acceptance of things as they are (selling the oft-moved piano), ultimately led to success at home while he was out in the world rewiring his brain.
We are all products of our family and our own life. The nature/nurture battle seems to be falling out through neuroscience into nurtured nature. We have the genes; what are we going to do with them?