Is it normal for people to have secrets?:
yes, it is normal for people that want to keep something to themselves.
even from their spouses?:
Depends if its a bad secret
What sort of secret is Walter Mitty hiding:
One that tells the truth?
Based on the title what is this story about?:
This story would be about a person who has a lot of secrets and their life is based around them.
Make a prediction:
I predict that this story will be about a person that has filled his life with secrets to getting to the place they are now and can't undo them.