Making stories in my head

Last summer I fell in love with this really awesome show. Ever since I've started making stories in my head. And it's not just like thinking of fan fiction. I write down notes and things for me to go over in my head about the story. I have no plan to turn these into a story on paper. When I'm in class I'll make up stories about the characters and completely wander off. Every time I watch any other tv show I think how the scenes can relate to a character. I do this everyday when I come home. Just close my eyes and think of stories. And sometimes they aren't even happy things. I've tried to stop doing this but I can't. Is this normal? Or is it something else