I've done it all my life. I usually use it as a distraction to keep from worrying about senseless things ~ one's I have no control over. As a child, I rode an imaginary horse EVERYWHERE, holding the reins in front of me, and having to tie it up after school recess. I don't know if anyone ever knew what I was doing, . I'm 56 now, and still prefer my cozy little 'world inside my mind' to the real one I avoid most of the time.