so punk rock, I can relate to you using fantasy as an escape. I did it as a child also. I would have characters in my head. Whenever I had free time I was being SOMEONE ELSE. I was never me in my head.
SOmetimes now when I get particularly stressy I do the same thing. I have this character and I imagine THEIR life and act out scenes in my head, instead of thinking about me and being me. It's only in my head now but when I was little it was all about roleplaying, so I would talk and BE that person and actually act out the scene. But now I just think it.
Not sure if this makes sense.

And I also have no real friends so I don't know how to start going out and 'having a life'. Maybe there is a group you could join, a support group or something for a hobby or a class?