It is called Maladaptive Daydreaming. It is not currently noticed as an official disorder and many therapists have not heard of it but it is being studied. Google that and you will find lots of people (including me) who have dealt with this for years and no one seems to know what it is. People who have MD sometimes share common symptoms: depression, ADHD (inattentive), OCD. MD is so far considered a result of trauma and is considered dissociative. I think this is probably true since most people will admit to have had some sort of trauma like childhood physical or sexual abuse. It is described as an addiction and I personally can relate. You get this high from fantasizing usually over things you would not want people to know about. For example, I often imagine someone I love dying and people pitying me-- or it may even by me dying. It can be a fantasy of great control and violence-- brutally killing someone even. It can be a fantasy of rescuing someone, being someone else, being famous, sexuality, or something else desired. The fantasies basically point out what you really want whether its intimacy, attention, affection, affirmation, approval, love, pity, etc.... Music is known to accompany fantasy because it makes the fantasy more intense as emotions are stronger and your "lost" in it. There are sometimes involuntary movements like tapping or walking back and forth or even throwing something up and down which is being tested as a possible partial or type of hypnosis-- just a theory. I wish there was more information but this is pretty much all we know for a moment but it is most definitely a psychological disorder-- just not official yet.
This discussion is related to day dreaming.