All the time.

Ever just have had no idea what you want to do?

All the time. ;>_>

Have you ever caught yourself feeling miserable for no visible reason?

Hmmm... Not really actually... I've been told that unless upset I'm not that much of a miserable person...

Have you ever pretended you were Gollum?

Nope, although I can't even count the number of Gollum impressions I've heard.

Have you ever had a headache that's more annoying than anything else, but does not go away?

Yep, and they really are annoying.

Have you ever had an imaginary friend? Not a toy, but a true imaginary friend.

I don't *think* I have. RP characters do seem to toe the line at times, though. It's really quite entertaining to argue with them sometimes.

Have you ever had a class where the professor/teacher has used something odd as an example?
(For instance, we're dealing with zombie movement in one of my CS classes now, and in an earlier class, we had "paint bombs" exploding on cows... I love my school.)

Yep I used to have a philosophy teacher who used to ask whether we understood what he was talking about because apparently se looked as though he was haing sexual intercourse with a giant squid on top of the gymnasium whilst he was singing the railway timetable in Yiddish... By Odin's beard I loved that man...

Have you ever fallen asleep during something important?

Nothing that I can remember. I might have been asleep at the time. /shot
No... I occasionally fall asleep during classes still. Those are kinda very important.
Nothing is really standing out in my mind, though.

Have you ever forgotten something important (event or object)?