You are expressing a lack in the current state of things, denying HaShem's imminence and hand in the state of your immediate world.
Stop, and return from your exile. Recognize that whatever it is you'd rather be doing is, deep down, a placeholder for 'connecting to HaShem.' Realize that you could be, right now at this very instant, fulfilling that deepest desire, wherever you are. Connect. Return.
[for extra credit:] Next, realize that whatever it is you were in the middle of (while prefering to imagine some place else) is exactly what you needed to be doing, and where you needed to be to best serve your purpose of connecting to HaShem. What was boring or frustrating or outright painful is what can now be exciting and timeless.
Now assess and decide, maybe I should be doing something else? The answer might still be 'yes.' If so, go do it.
Don't make the mistake of thinking this kind of exercize will make you a shallow person, just the opposite is true!! Sitting around doing something mindlessly while you are busy dreaming about something else will definitely make you a shallow person.