I don't see day dreaming as an issue, you said that you know the difference between fantasy and reality, so there's nothing wrong with escaping.

If you can find some more information of dreaming and you're interested definitely read up on it as its so important (and interesting:-) to see how we tick.

This is my own views so take it with a grain of salt.
Dreaming is a symptom and not the core issue, for example you can pour litres of water on smoke but you cant stop it... pour water on the fire (the core) and the smoke stops.
Dreaming is a symptom of our want to be accepted, to be liked, to do what others do and for us to feel good about who we are.

So you can see its only natural that we're going to day dream simply because of our insecurities and wants.
Again i don't see day dreaming an issue and it tends to fade on its own as life goes on.

Snap