WordNet (r) 3.0 (2006):

wishful thinker
    n 1: a person who escapes into a world of fantasy [syn:
         escapist, dreamer, wishful thinker]

Moby Thesaurus II by Grady Ward, 1.0:

19 Moby Thesaurus words for "wishful thinker":
   Don Quixote, Quixote, daydreamer, dreamer, dreamer of dreams,
   enthusiast, escapist, idealist, lotus-eater, prophet, rhapsodist,
   romancer, romantic, romanticist, seer, utopian, utopianist,
   utopianizer, visionary