Daydreamer

A daydream is a fantasy that a person has while awake, often about spontaneous and fanciful thoughts not connected to the person's immediate situation. While saydreas may include fantasies about future scenarios or plans, reminiscences about past experiences, or vivid dream-like images, they are often connected with some type of emotion.
(takend from Wikipedia)

Daydreamer, that is me. I do it all the time, even when I got to bed. I guess you would say that is my bed time story, but sometimes they carry over into my dreams. I have a mind that never quits thinking and find myself drifting off into a daydream state a lot. Now only if I could find the words to write these daydreams down, I could be quite the writer.
SometimesI think that I often set myself up for a let down by daydreaming how things will be at certain places or events in my life. Always fantasizing about how great they will be or what will happen, which leads up to high expectations and usually a let down in the end.
It is great to wonder off into a fantasy world as long as you remember to come back and are able to separate reality from fantasy. I apparently need more practice.