An interesting quote via J.K.Rowling and Harry Potter's Albus Dumbledore.
"It Does Not Do To Dwell On Dreams And Forget To Live!"
If you're a dreamer you know this very well already. So easy to dream fantasies, dream "what if my life had been like this", dream "what if my life was like this", dream "what ifs", dream of pleasure, dream of freedom, dream of release. But yes, as Dumbledore says "Don't Forget to Live!".
Like everything, done in moderation dreaming is fine, but don't forget to live, don't forget that all there is the eternal now - the future and past don't exist. And remember we are all one with the universe (all siblings born from the big bang) - you are not an ego locked up in a bag of skin, your soul is the whole universe, and you physical body exists inside your soul.