Two kinds, the first being voluntary and more just fantasizing about stuff. The other is being tired during the day and drifting off at your desk or homework.

My brain comes up with some weird stuff when I start drifting off. I'll be at work trying to do some product research, and as I continue to read a description for a hinge it becomes an extended play as my vision fades into a space opera setting and I'm worried that I will have forgotten my lines but I'm saved by the giant naked furry that starts humping the planet... yeah. When this happens I have no idea that any of this is out of the ordinary until I wake back up and forget all of it immediately.
Anyone have this kind of thing happen?