My daydreams are of several types, with some overlapping.
The first is the "Ideal self fantasy" where I am usually me, but a very socially apt me, I am funny and witty and intelligent and entertaining, a world where I can cope with any social situation, I can charm people or (if they try to show me up) punish them with my wit! I am highly independant and don't care what anyone else thinks!
Secondly is the "rehearsal fantasy" where I rehearse situations in my head. Either I try to foresee what might happen in a real pending situation, such as making a phone call, and rehearse my responses. Or I rehearse "what if" hypothetical situations, such as what if I ran into an old friend, or what if I was caught in some disaster situation, how would I react/ cope?
There are also the "insecurity fantasy" where I might post something like this post and then I think everyone will read it and respond in a negative way and my imagination goes through all the bad things that people could say or think about me for daring to participate and express an opinion. Or if it is a windy day I imagine a tree might get blown over and fall on me just because I'm the kind of person trees would fall in if they decided to fall on anyone.
And finally there are "imagined conversations" when I am thinking a problem through and I imagine that I am talking to someone and the questions they might ask to help me clarify something. This can range from neutral to negative, but are often very helpful in getting my ideas together.
Everyone has versions of these fantasies and daydreams but with SP and related disorders they often become a compulsive symptom. They become a nuisance and/ or a crutch. People escape to a fantasy world or become stuck in a torturous mindset of always imagining the worst outcome, (or imaginging the best outcome and being disappointed.)