I think its unfortunate people wear headphones while walking/running/biking. If you don’t, that’s however many minutes or hours of nothing but daydreaming (and hearing nature).

I've needed to take anc earbuds with me while out now, not to listen to music but just to tone down the noise pollution a bit. You can barely hear nature anyway over all the cars, trucks, lawnmowers, leafblowers, airplanes, and what I think are warehouses. It's been getting worse in recent years and the only way to have a chance at daydreaming is to lower it a bit.

Sadly around here it takes quite a lot of driving to get to anywhere that nature sounds predominate. Between the highways/airports/lawncare it is mostly noise pollution, and I generally find that doesn't work as well for daydreaming.

I often just wear noise cancelling headphones without any music on

I find it impossible to daydream while focused on traffic.

I read my black on white eink reader on walks and occasionally run into poles and things in the sidewalk. Mostly I look up when crossing a street. When I was a kid I would walk slowly around with a Sci Fi book and read it. Never been hit by a car but every now and then get scared by one I didn’t notice. But I can’t read intense books too much - I alternate hard books and pulpy fun reads.