I guess you need to follow the instructions. I do LEGO treating it like a 3d puzzle and not looking at instruction but only the photos on the box. And I don't get any daydreaming from that. I'm to immersed in the puzzle. Going by the instructions is kind of painfully boring though. But I guess that's what you need to make you start daydreaming.

I can second that long walks work great for daydreaming but they too feel painfully boring before the daydreaming kicks in.