Well I used to imagine a lot of stuff, mostly when I was younger than recent years.

I guess you are an imaginative person, and this is a copying strategy for you.

Maybe you should write out some of your fantasies on paper.

Do you read much? You might like reading certain books with themes which are similar to your fantasies.

I don't know why you are upset, maybe you are sort of mourning a life fantasy, which you are accepting is never going to come true?

Best wishes.