The act of daydreaming is actually a sign that your bran is more efficient than non-daydreamers. A recent study from the Georgia Institute of Technology found a link between wandering minds and creativity, "fluid intelligence" and efficient brain systems.
“People with efficient brains may have too much brain capacity to stop their minds from wandering,” said Eric Schumacher, an associate psychology professor and co-author of the study, which was published in the journal Neuropsychologia.
One sign of an efficient brain is the ability to tune in and out of conversations without missing important information. Schumacher says the most efficient brains will have wandering minds when they perform easy tasks.
“Our findings remind me of the absent-minded professor — someone who’s brilliant, but off in his or her own world, sometimes oblivious to their own surroundings,” said Schumacher. “Or school children who are too intellectually advanced for their classes. While it may take five minutes for their friends to learn something new, they figure it out in a minute, then check out and start daydreaming.”
Another recent study from the University of Cambridge published in the Proceedings of National Academy of Sciences found that the ability to daydream leads to switching to autopilot mode when performing a familiar task, like driving home from work or folding laundry.
“Rather than waiting passively for things to happen to us, we are constantly trying to predict the environment around us,” says Deniz Vatansever, lead researcher. “Our evidence suggests it is the default mode network that enables us to do this. It is essentially like an autopilot that helps us make fast decisions when we know what the rules of the environment are. So for example, when you’re driving to work in the morning along a familiar route, the default mode network will be active, enabling us to perform our task without having to invest lots of time and energy into every decision.”
Basically, keep on daydreaming. It's helping save your brain's energy for the important things and allows you to tune out when performing tedious, robotic tasks.