Daydreams are also illusion. We think of something that we would like to have that would make us happy. Then, when we get it and become attached to the pleasure derived from it, it becomes a source of distress. We do not foresee the distress; we only dream of the happiness it will bring us. We do not think that when it is taken away, we will be distressed. “No, as long as it is connected to me, I will be happy.” However, the material nature has a tendency of taking everything away and changing that which was the source of happiness to one of distress.
(Caitanya Caritamrita Lectures Book, Adi Lila 1.54 Minsk—1998, Page 23)