in (one's) own (little) world
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 her own little world.
in one's own world
Also, in one's own little world; in a world of one's own. In deep thought or concentration. For example, Luanne was really in her own world at the meeting this morning, or Like many mathematicians, Bill lives in his own little world, or Bob's in a world of his own when he's listening to music. [Late 1500s]