I definitely have this...I daydream far too often, especially while listening to music. I listen to music by rocking back and forth on the couch, as I find the movement to be soothing and feel good (I've done this since I was a kid). I make up stories in my head, it occupies my time and interests me.

I am diagnosed with OCD, and I think this definitely relates to it. Oddly enough, I am the opposite of someone with AvPD (Many schizoid traits), so I'm not sure if this relates to my daydreaming at all.

Either way, it's how I spend a lot of my time, especially during tough times. I had no idea there was a term for what I experienced, and that other people could relate. o.o