Yahoo! News reported on this Journal of Neuroscience paper that found a correlation between the areas of the brain used in daydreaming and the areas that show the earliest buildup of the plaques associated with Alzheimer's.
Tap your heels together as you say it with me: correlation is not causation, correlation is not causation, correlation is not causation.
Photo from Eide Neurolearning Blog, which has a great article on the brain while daydreaming, with links to far more than you wanted to know if you're not a neuroscientist.
