I also daydream A LOT. There was once a time when I daydreamed probably 80 - 90 % of the day, and I didn't have any desire to do anything else. All I wanted to do was live another life in my own mind. The more time that went on, the more I wanted to snap out of it (for the first couple months I had pretty much a "I really don't care" attitude). I started trying to be more social and make more friends, and I tried to make my life a little more interesting to the point where I didn't feel the need to daydream so much.

In your situation, with what you're daydreaming about, how frequently, etc. I do think it would be a good idea to speak with a therapist. I know how embarrassing it is, and I couldn't do it at first either. But just think to yourself - this could be all better (or at least improve) if I just open up.

Good luck!