It depends on the situation/moment. When I am out somewhere in nature then I tend to enjoy the moment, taking it all in, the beauty, the serenity. I also tend to (mostly) be in the moment when I am out with friends, but that took a bit of training. When I was younger I tended to get lost in thought, which didn't go over well (teased by friends).
But when I'm at work or studying, then my mind generally always wanders at some point. I tend to think about the future a lot, where I want to be, my goals in life, etc., but if something is bothering me, then my mind goes there.