"The habit of exiting, of escaping into thoughts and daydreams is a common occurrence. In fact, fantasy is where we spend most of our time. The Zen teacher Charlotte Joko Beck called these flights of fancy "the substitute life."
Of course, we don't have to be meditating for the mind to wander off to this substitute life. We can be listening to someone talking and mentally just depart. The person is right in front of us, but we're on the beach at Waikiki. The main way we depart is by keeping up a running internal commentary on what's going and what we're feeling 'like this, I don't like that, I"m hot, I'm cold', and so on. In fact, we can become so caught up in this internal dialogue that the people around us become invisible. An important part of meditation practice, therefore, is to non-aggressively drop that ongoing conversation in our head and joyfully come back to the present, being present in the body, being present in the mind, not envisioning the future or reliving the past, but, if only briefly, showing up for this very moment."
(From Pema Chodron's book Living Beautifully with Uncertainty and Change