I have terrible daydreams too... sometimes I will even see the picture very clearly in my head (does that make sense?) I have always been a somewhat 'dark' person, but sometimes the things my mind comes up with are quite scary! I have told my therapist and my psych about these things and have not been thrown away for it. Just be sure to clarify that you are not seriously thinking about doing said things, just that they pop up in your mind a lot.
And hey, you you can always PM me if you want/need to talk. I'd love to talk to you more.