It's all about Sex:

  • Obviously, the subject of her daydream: heterosexual American fantasy

  • Where she is daydreaming: in bed, locale of sleep and sexual activity

  • Note the surrounding colors: the room is done in bright pure white, compared to the dark austerity of most sets.

    Color also emphasizes femininity: white ... hope, goodness, purity ... characteristics associated with femininity. This contrasts with the dark austere settings of most episodes and seperates her environment even further from the imagined Mulder
  • Softness: soft ripples of the sheets; soft focus photography technique - like a soap opera

  • Even the title: "Daydream" connotes an innocent, ladylike fantasy, not hard-core porn