Our minds can "remember" things that did not happen equally as well as they can not remember things that did. You could have made up a composite for yourself or it could be a memory and you don't have details or it could be just wholly a fiction.

What happened is not really as important as how you feel and what you are doing with your thoughts and memories. There's a lot of good studies on the subject of memory, maybe one such as this will be interesting/help you?

The cognitive neuroscience of constructive memory: remembering the past and imagining the future