in a world of (one's) own
Consumed by one's thoughts, imagination, etc., to such a degree that one is unaware of or insensitive to one's surroundings and/or the outside world in general. It's no use trying to talk to Helen about something like this—she's always in a world of her own.
*in a world of one's own
Fig. aloof; detached; self-centered. (*Typically: be ~; get [into] ~; live ~.) John lives in a world of his own. He has very few friends. Mary walks around in a world of her own, but she's very intelligent.