Escapism is something many of us suffer from, at one time or another. Whether it be immersing oneself in an activity, or simple day-dreaming, we often do not wish to face our current situation. In Jimmy Corrigan, after the dream Jimmy has about shooting the miniature horse, he awakes to find himself in an unfamiliar place. His reaction identifies the sort of person he is, and thus sheds light on the rest of the book.
His first obvious reaction is his reluctance to wake up. He immediately covers his eyes; perhaps he even prefers his dream to the torment of reality. The way he goes from staring into space in one panel and covering his eyes the next makes it seem like a knee-jerk reaction, and give one the impression of fear. It makes him seem to hate his life or current situation or be afraid of the unknown.
The next few panels feature close-ups of an open popcorn bag and a vhs tape, and the pattern on his pillow. The way these images contrast with him covering his eyes give them a sense of being menacing; as though these unfamiliar yet innocuous images have scared him out of his mind. They almost seem like something out of a crime scene, which ties into Jimmy's imaginings that his 'dad' is actually some sort of homicidal maniac.
Throughout the series of panels, Jimmy and his surroundings appear to be returning to his childhood. As he finishes his transformation, he gets up and is immediately thrust back into reality. These images could be interpreted in a variety of ways. First, it could be seen as Jimmy trying to calm himself by thinking of something familiar in order to get on with his day. In this case, Jimmy would be trying not to think of his surroundings. Second, it could be that he is trying to wish away his present circumstances, as though waking up from a bad dream. Then his reaction would be construed as disbelief and panic. Third, it could be that Jimmy still sees himself as a child. In that case his reaction would be of no real consequence; we would simply be seeing the way he views himself. Finally, it could be that his circumstances have frightened him and made him revert to a fearful, helpless, childlike state. If that is so, then he could be seen as a rather fragile individual unable to cope with his surroundings.
All of these interpretations are probably true to some extent. In light of these observations, we can interpret Jimmy Corrigan as a person who never really grew up. He is a child living in an adult world, unable to keep up with things happening around him. He is a dreamer, and resorts to all sorts of imaginings and daydreams to avoid the reality of his life. He seeks to escape and wishes he were still a child, free from responsibility. He is an interesting character, in that he is so normal. And yet, on the pages of the book his normal life becomes something fantastical (albeit rather depressing) through his vivid imagination.