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]
The American Heritage® Idioms Dictionary Copyright © 2002, 2001, 1995 by Houghton Mifflin Harcourt Publishing Company. Published by Houghton Mifflin Harcourt Publishing Company.