If it bothers you, I would see a therapist and see if you can't set up a better way of responding to your daydreams and figure out how to get so you act in reality instead of playing so much with your daydreams?

I made sure I was taken by my daydreams when I was alone and was more guarded against discovery. I did still talk to myself a bit sometimes but some of that was just "me" so I learned to laugh or act like "I meant to do that!" when others saw.

But I'd either discuss them with a therapist and find some way to keep them from happening in public so much or I'd "accept" them and come up with a phrase or "explanation" for others such as, "Sorry, reminded me of something, was just daydreaming there a moment!"