A daydream is a test run that your mind makes to prepare you for the future, escape the present or deal with the past. Basically daydreams fall into two categories, learning or eluding. Where our thoughts take us and why they take us there says a lot about who we are and the inner workings of our minds.
If, for instance, when we stare out the window we envision ourselves winning the lottery, effortlessly losing weight (no dieting or exercise involved), or inexplicable waking up twenty years younger we are indulging in pure escapism. These sorts of daydreams are fun and can reduce stress when occurring in moderation but because they don't prepare us to achieve our goals they can also be harmful when engaged in to excess. If this type of fantasy predominates in a person's thoughts it means they have given up control of their destiny and are anesthetize themselves to avoid reality. Daydreaming about the future can be helpful as long as the dream stays rooted in a likely reality. If one stares off into space and sees one's self being brilliant and poised at a job interview then this can boost confidence and even give you a heads up about the advisability of wearing that pencil skirt you love. It is so much easier to change a skirt that rides up in a fantasy interview then in a real one!
For some people daydreams take on a nightmarish cast as they conjure up worst case scenarios about both the here and now and the soon to be. While coming face to face with our worst fears in our minds can make reality look better by comparison and even help arm us against the slings and arrows etc. it can also cause needless stress. If a large portion of your daydreams go as follows: you find yourself imagining that the beautiful blond that just smiled at your husband is secretly his girlfriend whom he is going to leave you for, that because you were late with a payment you will soon be homeless or the sinus headache you woke up with is really the first sign of an inoperable brain tumor it may mean that life has you on the ropes and you need to regain control of your thoughts.
Seeing yourself in a not too different but improved alternate universe is the sort of daydream that we all need to spend more time in, this is what professional athletes do to improve their game. Although looking into a possible future and seeing ourselves losing the car keys can be helpful because you can prepare for that; visualizing yourself at the mall when terrorists make a nuke attack has no value. Projecting ourselves mentally into a future where our lives are better due to our making better choices can make at least our more realistic dreams come true.