No, I don't daydream. I get wrapped up in my thoughts, but they're nearly all logical and firmly rooted in "reality," with the occasional excursion into art. I wish I could think more artistically and poetically, and I've written a few nice artistic songs in my time, but my brain seems much more geared up to hard-headed reason and the practical world. Even as a child I didn't daydream very much, as far as I remember.
Mind you, my night dreams can be quite wacky and imaginative, and I can get quite fascinated with those, I'm glad to say. Being exclusively worldly feels like a wrong turn, I suspect there's more fun to be had in fantasy, though the products of a highly-practical mind can be quite good fun too.