What could daydreaming be a symptom of?

Walter Mitty?: A goal without a plan is a daydream; however many of us daydream as an escape from anxiety and depression. It is usually a normal, healthy escape to daydream on occasion and it is good to have time to yourself. If it feels as if others are telling you what to do in these daydreams, it may be a sign of a mood disorder known as schizophrenia. It is always best to talk to your personal physician.

Daydreaming: might be consistent with something as simple as being bored. It is not necessarily a symptom of a medical or mental problem.