Obviously you don't understand the movie.
He's bipolar, meaning Brad Pitt is only a figment of his imagination. He IS brad pitt. But doesn't realize it because he creates an alternate personality that no one sees but him. The things that Brad Pitt (alternate personality) do are actually things that the other guy does. Everything pans out. Thats why the explanation is in the middle. And at the end, when he shoots himself in the mouth, its because he comes to the realization that he has to shoot himself to simulate shooting his alternate personality in order to kill it.