Is that normal to fantasy about other people ??

Is that normal to fantasy about other people ??
my girlfriend who I m together with for 2 years told me yesterday that she sometimes fantasy about other people. and even creating a fantasy scenario.. I was very schoked when I heard this I really love her so much and she says tht she loves me too but why is she doing this then? is that normal? girls who has boyfriend here do you also do that? what should I do should I break up with her ? I really need help I m so mixed up...