I've always done it since I was young. I'd imagine I'd meet someone I was attracted to, or win the lottery and play it out with different scenarios, as well as have full on conversations. I'd often listen to music whilst doing it too. I still do to this day! I find it gives me a sense of relief from reality, and I can imagine what I want and get that slight bit of excitement even though I know, it won't happen.
What do you day dream about?