I had the same situation but created a whole world; an international boarding school with boyfriend, best friend, favorite teachers/mentors, my own horse. . . and when I was in college, age about 20 I realized I was going to be graduating college soon and going out into the big, wide world and should probably ditch the fantasy one. I tried hard but found I was crying all the time too (over killing off my imaginary friends) and that woke me up that I had a major paradoxical problem. I realized my actual problem was anxiety over going out into the big, wide world so I started in therapy. My fantasizing finally was not necessary anymore for me about age 52.