As a kid, I was constantly in trouble for daydreaming in class. To this day, my dad asks me with sincere curiosity, "where did your mind wander off to everyday?"
I still daydream habitually, but now when I catch my mind wandering I make sure to grab the closest paper around and start drawing the thoughts in my head. It's like I'm trying to capture them before they escape. It is most likely the reason I'm a creative director during my day job and starting websites like this one with my remaining time.
If you embrace it when your mind diverts off course, you will discover a whole new area of ideas and creativity. This article talks a bit about that, both for and against daydreaming and doodling.
"Experts said doodling stopped people from daydreaming, which was a more taxing diversion, and so was good at helping people focus on mundane tasks." -- BBC News, Doodling 'may help memory recall'
Thanks to Mr. Burning (who doodled the above) for heads up on the article.