Infinity

"Infinity had a tendency to fill the mind with that sort of delightful horror, which is the most genuine effect, and the truest test of the sublime. There are scarce any things which can become the objects of our sense that are really, and in their own nature infinite. But the eye not being able to perceive the bounds of many things, they seem to be infinite, and they produce the same effects as if they were really so. We are deceived in the like manner, if the parts of some larger object are so continued to any indefinite number, that the imagination meets no check which may hinder its extending them at pleasure."

Edmund Burke
A Philosophical Inquiry into the Origin of our Ideas of the Sublime and the Beautiful

....... so that is why daydreaming is so fun.