Fantasies are usually best left as fantasies. Much more enjoyable.
That's just a character trait; some people are like that, others, like my wife, just don't bother worrying and never think about consequences. She says "if it's going to happen, it's going to happen - I can't stop it or alter it, so its not worth worrying about it".
Though having said that, I read somewhere only a few weeks ago that what you describe is a very common human (and perhaps primate) trait. Apparently it is beneficial in that you are rehearsing all the 'game plays' in your mind, so when it actually happens, you just repeat the appropriate actions. Having pondered and mentally rehearsed it, actually doing it becomes straight-forward.