Day Dreamin' Davey (1992)

The game starts out with the main protagonist, Davey, arriving at school. Then a bully (Lumpy) takes his pencil. Now all throughout class Davey is daydreaming of being in several different locations revolving around Medieval Times, the Wild West and Ancient Greece and each level contains at the end something Davey must collect that will always resemble the shapes of school items (e.g., a pencil, a ruler or a trophy).