I do this too, I think because it's a safe haven for me- I can trust a guy in my head more than I'll ever be able to trust a real one. I create extremely elaborate fantasies in my head, not always sexual, but it's something I've done for at least 17 years and it's always been focussed on a man. More father figures when I was younger, then gradually becoming more to do with relationships as I've become older. It was also more cartoon based characters as a child. It's apparent when thinking about it that I have some serious men issues.