I have been journaling my daydreams for almost two years. My daydreams changed considerably. We cannot capture all the details. That is difficult. So I tried to capture the triggers and the daydreams associated with them - Particularly the emotions that I experience while daydreaming. By doing this, I figured out what is going on in my mind. Why I am daydreaming. There were a lot of triggers that caused my daydreams. And there were a lot of stories running through my head. I didn't journal every day. I did it once a week or once in two weeks. It has helped me.
Still, I daydream but not as much as before. Journaling could help you understand the problem in your mind. To resolve those issues, one has to connect with a Psychiatrist or Psychologist. I just wanted to share here so that it can help someone out there.
Note: Sorry if my English is bad. It is my second language.