I don't know if anybody else does this but for some reason I turn a lot of my daydreams into "tv shows" in my head. What I mean by this is I split the daydream into "episodes" and "seasons" and have like "season finales" n' such :3. I also pick out actors to play the people in my daydreams, sometimes they're actors from the real world, and sometimes they're just imaginary actors. :D
I do this exact same thing. I am very visual, so I like to "see" my daydreams even if it is only in my mind. I also have an audience in the background watching as well. They are caught up in the scenes. They love the heros, hate the villians, enjoy when justice is served, etc.