A guy opens his door and gets shot and you think that of me? No. I am the one who knocks!
Walt is incredibly irritated by Skyler’s implication that he will have the same fate as the late Gale Boetticher, because he views himself as much more clever and badass than Gale.
And for someone as prideful as Walt, hearing he isn’t capable of dealing with the situation on his own and that he should just ask to police to take care of it really drives him over the edge; that request is what set off this speech in the first place. So Walt tells Skyler (and the audience) that he isn’t the one who is going to get shot in the middle of the night like Gale; he will be the shooter. This helps us realize that Walt has abandoned the “Christian morales” that made it difficult to complete his first kill; now he is willing to kill just to protect what is his.
For those looking for the one moment where Walt “broke bad”, this just might be it.
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