Daydreaming is simply short pleasant imaginations of things that seem impossible that one dwell on. It's not bad to daydream because it makes us feel cool about ourselves. The difference between daydream and real dream is that daydreaming only ends in the imagination. Nothing is done about it and attempts aren't made to cause them to materialize because the daydreamer think such dream is impossible for him/her to achieve.
I get lots in pleasant thoughts sometimes. Its one of the ways we can forget our immediate environment and worries and live in the elegance and fun of the world that we've created in our imaginations.. it's not bad to daydream as long as such daydreaming are not causing you to engage in harmful practices.