Daydreaming, as you refer to it, can be a creative process allowing you to mull over possibilities in your mind. But you need to take the next step and start to consider which future you would like to aim for. I'm tempted to say at 15 it isn't too critical, but the sooner one gets one's thoughts together the better one can start to make progress in the general direction chosen. Of course what you mother is referring to is the 5 or 10 year view, What happens tomorrow is a different issue and can be considered a present one. Treat the two separately, rather than try to muddle the two.
Getting depressed during adolescence is hardly unknown. You'll work through it. But it's a good thing to learn self discipline and allocate game playing instant reward with planning and acting to make something of your life. The latter is more satisfying in the long run, and working on good habits now saves a lot of difficultly in the future when you look back and wish you had.
Ultimately this is just a case of honestly making the effort rather than wishing things were already different. Sad to say but there is no short cut: and at the risk of repeating myself, getting into good habits early in life pays dividends later when you naturally get things sorted rather than stand there looking and wishing they already were.