Hi ,

I don't believe there is any real problem with that so long as you always realize it is an imaginary world and not regard it as the real world. A lot of people do create an imaginary place for themselves to go to when they are feeling bad with depression and this is a very good idea. But perhaps keeping it to yourself is best so that there would be no potential to damage relationships with friends. Take care. Have a really great day. God bless and best wishes from your friend Francis.