I know this won't work for everyone, especially with varying degrees of compusion, but I figured it's worth a shot. It sounds kinda silly, but I'm going to make a bracelet that reads "WAKE UP" and wear it all the time in the hopes that it can knock me out of a daydream and back into reality. Once being back, it'd probably help to have a list of things to do in the real world so that I don't get bored and just slip right back into the daydream.
Any other ideas are more than welcome. I'll stay posted.
I had some success using a slap bracelet to bring myself back to the present. If I could use the fraction of a second of awareness I sometimes get while daydreaming to slap the bracelet on my wrist, the noise and the pain could shock me back into the present.
Honestly, the best thing to do once you're back in the present is whatever would better address your reasons for daydreaming. We often use it as a coping mechanism, so engaging in a healthier coping mechanism is what's going to help us the most in the long run. Lonely? Talk to a friend or someone on the forum. Anxious? Do some exercise or deep breathing. Depressed? Do something that makes you happy. Angry? Journal about why you're angry. Stuff like that.
Don't give up what you want most for what you want now.