I just watched this movie so I can help. His secret life is his constant state of daydreams. All the time he viewed himself as a hero but never did anything about it. Then when the guy in the mountains I forgot his name lol lost picture 25 and Walter had to get it, he saw it as his time to do something about it. His life is secret from the rest of the world. He’s always being awkwardly snapped out of daydreams by his crush or the mean boss (Adam Scott, don’t know the characters name).
