Oh, yes! I also have a set of daydreams that I repeat over and over. They comfort me, especially when I'm trying to go to sleep. Sometimes, though, they interfere with my everyday life. There are days when my real life just seems like a nuisance that takes me away from my favorite place to be -- my daydreams.
It's very strange to hear that others do this too. Do you think NT's experience it as well? I'm curious to know. Writers must do it to some degree. Surely, they don't limit their fantasies to only the times when they're sitting with pen to paper (or fingers to keyboard).
I always think that I should make use of my daydreams by writing a book or screenplay, but I never seem to be able to finish. It seems to take the joy away from my daydreams to have to concentrate on the details necessary for putting them in written form.