It feels good to dream, mostly because we dream in outcomes: of having made something, of having been somewhere, of having achieved something.
What we overlook is what goes into getting to the outcome: the boring, mundane, hard work.
What we also overlook, is how the hard work changes us.
By the time we've achieved the dream (however unlikely), we are never the same people that had the dream to begin with. What would've made the original dreamer in us happy, there is no guarantee that it will make the new us happy, or even satisfied.
We greatly underestimate our ability to change, because our greatest measure of ourselves is what we think we could be capable of - a largely hypothetical measure. We can't know what we would be like if or when we achieve what we set out to do. So we measure what can be measured - people who've already done what we want to do (or people who've done similar things). We see what they're like, and we imagine we'd be better versions of them, of course.
What we don't know, and can't measure, is what these other people were like when they had their dreams; what they went through to achieve their dreams; and how the process changed them.
We think it would be cool to own our own house with a garden full of trees. We don't entertain the idea that if we do have a garden with a variety of trees, our kids will be allergic to the pollen from those trees, and can't really go outside in the summer.
We think it would be fun to join that other company that's making waves, and has all the fun things - a pool table, unlimited free snacks, and a jacuzzi. We don't entertain the idea that if we start working there, we'll soon hate their processes and tools, will look to quit for better places.
We underestimate our ability to shift goalposts, and not notice or mind that we're doing it to ourselves, all the time.
Doesn't mean it's bad to dream. It just means that reality is messy, and we have to learn to deal with it.