The Collaborative International Dictionary of English v.0.48:

Daydreamer \Day"dream`er\, n.
   One given to daydreams.
   [1913 Webster]

WordNet (r) 3.0 (2006):

daydreamer
    n 1: someone who indulges in idle or absentminded daydreaming
         [syn: daydreamer, woolgatherer]

Moby Thesaurus II by Grady Ward, 1.0:

51 Moby Thesaurus words for "daydreamer":
   Don Quixote, Quixote, Walter Mitty, absence of mind,
   absentmindedness, absorption, abstractedness, abstraction,
   bemusement, brown study, castle-building, daydream, daydreaming,
   depth of thought, dream, dreamer, dreamer of dreams, dreaming,
   engrossment, enthusiast, escapist, fantasy, fantasying,
   fit of abstraction, idealist, lotus-eater, mooning, moonraking,
   muse, musefulness, musing, muted ecstasy, pipe dream,
   pipe-dreaming, preoccupation, prophet, reverie, rhapsodist,
   romancer, romantic, romanticist, seer, stargazing, study, trance,
   utopian, utopianist, utopianizer, visionary, wishful thinker,
   woolgathering