I notice you said you have had this all your life. You also talk about feeling miserable which confuses the issues some. It makes me wonder whether you daydream because you feel bad or whether you feel bad because the difficulties your daydreaming gets you in.
I wonder, do you have problems at school/education or at work?

You might want to check into the possibility of ADHD. You did not mention hyperactivity issues, but that is exactly the catch. Contrary to what most people believe the hyperactivity is not always a symptom. There is such a thing as combined type or inattentive ADD which is the concentration problem(including the daydreaming) without the obvious hyperactivity.
And do not forget that symptoms of depression are often comorbid with AD(H)D.