Do you guys also "Daydream" alot and sometimes get depressed about it?

Do you guys also "Daydream" alot and sometimes get depressed about it? I'm pretty much always dreaming about something, i can't help myself. Some days it really boosts my mood, but on some occasions it goes south. Sometimes when i'm doing my work and suddenly start thinking about how great i am and how successive i'm going to be. But then it hits back to reality and realise how worthless my life is compared to what i just dreamed. Then i get into "low" place in my day and everything feels so pointless. I can't really describe the feeling, but after i hit the low point i can't daydream for a good few hours and i feel depressed.