Daydreaming? I do it A LOT.
Too much? No... as long as I can separate fiction from reality I'm okay (I can).
I love to take little trips in my mind. I really don't think it is much different than becoming engrossed in a novel or a movie.
We all deserve a (sober, lol) break from reality now and then, right?
(When I play my music in a dark or candlelit room I feel like I leave the planet, lol 
)