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He wished he was born in medieval times, he thinks he was born too late.

Both Walter Mitty and Miniver Cheevy appear to lack self-confidence and assertiveness. They retreat into daydreams and fantasies to cope with their dissatisfaction and disappointment with their lives, instead of taking action to change their circumstances.

Quit messing around! You will never succeed in life!

Such a one is called a Luddite, a reactionary, a conservative, a Miniver Cheevy.