Why? Because your heart lies in the place your mind goes when it wanders. That's where all our attention and energy is directed, and that's where we are the most successful.
My life always takes the same direction as my daydreaming. For instance, I'm a much more productive writer when my spare moments are filled with thoughts of my book. At times like those, I sit down to write already knowing what to do because I've thought it over all day and night.
Lately when my mind wanders, it always goes to the same place: the baby. I spend very little time actually preparing for the baby -- since I'm only in my second trimester, there isn't much to do -- but I spend almost every second thinking about her. Then when I sit at the computer to write my book, I feel completely unprepared, like I went to class without doing my homework. When I write in my journal about my pregnancy and hopes for being a mother, on the other hand, the words come easily.
I believe when people fail at things, it's rarely because they didn't have the time, the intelligence, or the talent. More often, it's because their minds were on other things. Our brain space is limited; if we don't fill it with thoughts of our goals, we won't accomplish them.
Consider what would happen to a person who spent every minute thinking negative thoughts. If a person spent all his/her brain power dwelling on self-pity, jealousy, hurt feelings, or personal weaknesses, not only would that person waste valuable time that could have been productive, but those seemingly innocent thoughts will shape that person's life. Soon, everything will become negative.
I have a challenge for you (I did it myself once, and it was a real eye-opener): for the next day or two, try keeping a notebook nearby and writing down every thought you have. It might be about a television show, a book you're reading, puppies, responsibilities you're procrastinating, how you want to decorate the living room, whatever. As your list grows, you'll start to see what takes up most of your attention. Perhaps when it's over, you'll realize your life isn't headed in the direction you want it to go.
Change the way you daydream, change your life.