I'm not sure if anyone has picked up on this, or whether or not it has been talked about before but here goes.
I was doing my own rewatch of Season one and came across the episode Special. If anyone remembers it was about Michael and Walt.
In it we learn of how Walt grew up without his Dad in his life and how he was adopted by Brian, his mothers new Husband.
In one of the flash backs we see Walt lying on the floor studying a book of birds, whilst his mum and Brian are talking amongst themselves paying no attention to poor little Walt. When his mum tells him to do his homework he goes on to say something along the lines of "I don't understand why we should be studying birds of Australia anyway, shouldn't we be studying birds of Egypt or something?"
Egypt????? Why would little Walt say that??
Coincidence? I don't think so. What if the whole show is played out in Walt's head. Maybe he created an alternate reality to cope with his mum dying. This could also explain some of the weird goings on with Walt, especially Room 23.
What do you all think?