No, I don't. I used to do day dreaming when I felt urges to socialize and scape from myself and be a different person. I used to do it when I was completely alone. I imagine myself being a famous singer.
Now, I have other methods of scapisms like music.

As I told you before, in the way you fill your real life out with significant things you will need less to do the day dreaming.
I would also add that self-acceptation could be useful.