Entering into daydreaming is like entering in through an amazing gateway. It is a fantastic place to be as long as it doesn't create disorder in our life.
Myself, I'm a passionate daydreamer. I use this state in a number of positive ways. It's strange to fathom but daydreaming is the state of not thinking. It's where things simply come to you. Example: You can be thinking 'What would life look like in a perfect world?' and then, bamm, through that gateway you enter, where suddenly an image comes to you without you actually thinking. It makes sense that some inventors are typically natural daydreamers. Inspiration comes to them. Einstein was said to be a great daydreamer. He would wonder about things and then allow inspiration to enter. Back into the thinking brain he would go again, theorising, making sense of what he imagined.
Read an amazing article some months ago about the power of daydreaming. fMRI scans revealed that the brain is more active while in a daydreaming state than it is outside of it. A lot more of the brain lights up.
Managing daydreaming is definitely hard at times. If we're an expert at easily zoning out, it can be pretty challenging to remain zoned into the physical world around us. My 14yo son is naturally creative and has a lot of trouble when it comes to not daydreaming. We're working on tips and tricks in managing. Personally, I find rubbing my hands together helps at times. Feeling your hands and hearing them rub together is a physical experience, so will therefor snap you back into the physical world. Stamping my feet up and down while I'm sitting in a chair is another trick.
Personally, I consciously daydream at times for a reason. Sounds strange but if I'm feeling challenged by something, I will pose a valid question and then daydream (zone out of my thinking brain). Typically, in such a relaxed state, the solution will naturally come to me. I'll either hear it or see it in my imagination. Example (doing this now by the way): 'What do I need to do today?' What comes to me is 'You need to start organising yourself a lot better than you have been'. I can see myself going to the supermarket as well as cleaning out a room that's been needing serious attention. Okay, now back into the thinking state, where I plan how the day will go. If I imagine tasks I don't want to undertake, this is seriously challenging and will need good planning, with little distraction.
Daydreaming is an ability to be mastered :)