I get "lost in my head"...Is this normal ?

I daydream...a lot. Constantly. Sometimes when I'm talking to someone I just ramble on about mundane things to appear social and normal but in the back of my mind I'm still daydreaming. I'm just telling myself what to do...like " laugh, smile, say yes, make a joke" It's hard to explain. I get exhausted when I'm with people for too long and try and blow off going out with people. I told some of my friends I had work today so I wouldn't have to go out with them. I have like another life (or several) in my head and I talk to people I've made up and they talk back, or I go to strange places etc. Sometimes I'm like how I am in real life...other times I'm completely different...different personality, different age, different gender etc. I tend to think a lot about random stuff but a lot of my daydreams are kind of darker...like a lot of my dreams and daydreams involve suicide and other things. Sometimes I can't remember if a memory was real or imagined sometimes I forget that I'm actually daydreaming. I also get sleep paralysis...which is pretty scary but I don't think that has much to do with it. I'm 16 and female, and I'm not sure if it's a teenager thing or if I'm just really odd...Is it normal ?