First off, i'm not going to try and say my word's gold. I daydream quite a bit as well. I also write and have been doing it for several years off and on. I think, for the most part, as long as one's obligations are not neglected and one is not hurting anyone else, then it shouldn't be anything to worry about it. But if someone is seeing things that aren't there and can't distinguish between real and fantasy, I might suggest speaking with a doctor.
I often "escape"into a world of my own, whether it be at the movies or in a world i'm world-building for a book. It's easy, fun, and if one is content in doing so, quite pleasent.
By the way, if people only saw what was in front of them and didn't drift in their thoughts, the realm of literary fiction would suffer deep wounds. Again, i'm only a 20 year old guy who can't sleep. Good luck! if you want to share your work with someone or writing.Com.