E.N.
Some people do it more than others, but yes, it's normal. I find that if my brain is on overload or stress has had the better of me, I tend to daydream. It takes us out of our reality for a bit and imagining things better actually causes our body to release feel good hormones. Some women eat chocolate, some daydream, some...well, I don't know what else. I also find that if I am under stress and don't have time to daydream that my night dreams are more frequent and vivid. (as they have been for the last 3 nights!)