Okay that's way more extreme than what I thought. Maybe I don't fall into this category.

Most of my daydreams involve staring out the office window thinking of hiking a trail in a distant locations.

Sometimes I will listen to music and imagine how I might incorporate such a feeling into a movie if I was a director... but I am never a character in the movie, like in your daydreams. I just think about what a great story would be like for viewers to watch.