This character is engaged inDaydreaming.

Daydreaming is a short-term detachment from one's immediate surroundings, during which a person's contact with reality is blurred and partially substituted by a visionary fantasy, especially one of happy, pleasant thoughts, hopes or ambitions, imagined as coming to pass, and experienced while awake.

If the "Fantasy" of the character is of a purely sexual nature, use the traitSexual Fantasy.