I think going back to medieval England would be pretty awesome. I would want to grab a sword and roam the countryside. It would be a great adventure. Meet up with many different people and exchange ideas, goods and services. Fight off bandits and wild animals, see many beautiful natural scenic views long before today's world destroyed them. Maybe even become a knight.
I've always wanted to rescue a damsel in distress. Maybe not from a fire-breathing dragon, but from some kind of peril. I'd be a role-model to men and boys, a dream-hunk to the ladies (flattered, but spoken for), and I'd be well known throughout the kingdoms. I've also wanted to see castles before they became tourist attractions.
Would it be challenging? Of course! But I like a challenge. Does this seem like a daydream? Of course, but the beauty of a dream is that it can be whatever you want it to be!