I am scared to live my real life.

I think that this is one of the reasons why its so hard to get rid of the maladaptive daydreaming. Pretty much everyone, even non-MDers, wishes that things would always go the way that they imagined them. So pretty much everyone at least occasionally feels the disappointment that comes along with things not happening perfectly. But because MDers already daydream more than others and because they are (in my opinion) more sensitive to emotions in real life, the disappointment creates a kind of never ending cycle.

We can't control everything in real life. That's part of what makes daydreaming so appealing, especially for people who have anxiety. In our daydreams we can control everything: the weather, what everyone else says and does, etc. All of those things that we have no control over in real life. Which means that, no matter how excellent of an experience we have in real life, we're still going to prefer our daydreams.

Say you daydream about meeting up with a friend for coffee after not seeing them for a while. You imagine the weather being perfect, the conversation flowing smoothly, and it being an altogether very enjoyable experience. Suppose you actually do end up meeting up with that friend in real life. But its raining. And your friend doesn't seem super excited to be there. And the conversation is slightly stilted and awkward. All of those are things that didn't, and likely wouldn't, have happened in the daydream. So in the future, you're much more likely to just daydream about doing things rather than actually doing them because you know from experience that it feels better.

Maybe next time you have something happening that you would normally daydream about beforehand, try to not daydream about it. I'm not saying don't daydream at all because that could easily backfire, but daydream about something other than the thing you would normally daydream about. See if there's any difference in the level of disappointment you feel if you don't build up an idealized version of events before they happen.