From the first moments of the gentle fantasy “The Secret Life of Walter Mitty,” it’s clear that star-director Ben Stiller is trying to be sincere — and that he can’t quite pull it off. Stiller plays Walter, the central figure of James Thurber’s famous short story, turned here into a shy photo archivist for Life magazine who is also the hero of his own adventure-filled daydreams. In those fantasies, Walter can talk to the new girl in the office (Kristen Wiig) and talk back to the corporate jerk (Adam Scott) who’s analyzing the magazine’s post-merger fate. But when a negative from a globe-hopping photographer (Sean Penn) goes missing, Walter decides to take a risk and pursue his own adventure, starting in Greenland. Stiller’s visualizations of Walter’s daydreams are clever and hilarious, and there’s an amusing running gag involving Walter’s eHarmony account manager (Patton Oswalt). But when the adventures turn “real,” Stiller lets Thurber’s story get trapped in a sea of sticky sentimentality and smug “live your dreams” moralizing.