Walter Mitty
noun
[ wɔːltə ˈmɪti ]
• a person who fantasizes about a life much more exciting and glamorous than their own.
• "my client is very much a Walter Mitty character"
Origin:
the hero of the story The Secret Life of Walter Mitty (by James Thurber, 1939), who indulged in extravagant daydreams of his own triumphs.