We found one dictionary that defines the word windmills in one's head:

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1. windmills in one's head: Wiktionary

Definitions from Wiktionary (windmills in one's head) ▸ noun:  (dated) Bizarre ideas. ▸ Words similar to windmills in one's head ▸ Usage examples for windmills in one's head ▸ Idioms related to windmills in one's head ▸ Wikipedia articles (New!) ▸ Words that often appear near windmills in one's head ▸ Rhymes of windmills in one's head ▸ Invented words related to windmills in one's head