Build Castles In The Air Meaning

(idiomatic) To imagine visionary projects or schemes; to daydream; to have an idle fancy, a pipe dream or any plan, desire, or idea that is unlikely to be realized.

Example: Rita Rudner, US comedian:
  Neurotics build castles in the air, psychotics live in them. My mother cleans them.
Sir John Vanbrugh, English architect and dramatist:
  You may build castles in the air, and fume, and fret, and grow thin and lean, and pale and ugly, if you please. But I tell you, no man worth having is true to his wife, or can be true to his wife, or ever was, or will be so.
David Frost, English journalist, comedian and writer:
  Labor and you build castles in the air. Vote Conservative and you can live in them.
1854 August 9, Henry David Thoreau, Walden, ch. 18:
  If you have built castles in the air, your work need not be lost; that is where they should be. Now put the foundations under them.