Hi, and welcome to PC!

While I don't do this, I would think that it's not something to be alarmed about either.

It sounds to me that it's just a deeper level of consciousness with the "daydream". If that's the case, it could actually be a cool thing when anxious or what have you?

Has it caused problems in your life, or is it just something you noticed about yourself?

Again, welcome!

KD