I tend to daydream while I'm alone. I usually end up imagining that I have someone near by, and have an out-loud conversation. Mind you, I'm not talking to myself, per se. Just talking to today's special guest, Jon Lovitz. Tomorrow, who knows... might be George Washington, maybe Zordon...
I also love to pretend that my drives on the freeway are 50 times more dramatic and exciting than they really are. I don't drive like a maniac, but it's interesting to put on some tense music and imagine the headlights behind you are out for your blood.