Child-me certainly day dreamed (day dreamt?), if by that we mean not paying attention to boring stuff in school and thinking about more exciting stories and ideas. I was that annoying kid who finished the assignments in five minutes that were supposed to take an hour, and so I'd have time to kill. And you can't say, "Thanks, I'm done, leaving early today" at elementary school.
I can't STAND to be bored. I always have reading material with me just in case. Or I'll write.
If I'm in the dentist chair or at the doctor - something uncomfortable going on that lasts more than a moment - I've trained myself to go off into thoughts about my latest novel or the one I'm plotting. But I do that as a deliberate technique to quell anxiety, so until I read all the fine research this week that the other Word Whores cited, I didn't realize that maybe counts as day dreaming. I guess to me if I'm thinking about my plots and stories, that doesn't count as daydreaming. It's creative and imaginative hopefully but not "day dreaming." If I was pondering all the ways to spend my Lotto winnings (because hey, I bought a ticket - well ten quik picks actually - so I might win, right? right?!) that would be day dreaming. To me. I do that every once in a while.
I'm totally with James "Monday Whore" Moore that I love to get in my car, crank up the music and fly down the freeway (at speed limits of course cough) and let my mind carefully drift. I used to do my best thinking about plots while commuting a long way on the freeway to work and back. Now that I have only a teeny commute, that doesn't happen much.
Since our topic isn't night dreaming, I won't go there. For all I know, that's next week's topic. (I always forget to look at the master calendar because I like to be surprised.)
Everything starts as somebody's daydream.