Just about everyone who has posted about this has really made a lot of sense to me. I think that 'Lost in the woods' hit the closest on what I do and have done some of since childhood. I have done this form of fantasizing at least since I was a preteen which is also when a lot of harsh bullying in school was being endured as well as other stuff that gets dealt with at that age. I would fantasize getting revenge on bullies and get so, caught up in it that it was as though I was there instead of here and would sometimes even act out physically like throwing punches at nothing and either not realize it until someone said something or I suddenly realized that I had acted out. In later years when I became a young adult I would indulge similar fantasies of "what if" confrontations to the point of getting lost in them and until I'd get upset and have to tell, myself inwardly "Hey! Calm down! That isn't real! You're right here. You're safe. Chill out." It doesn't happen as often any more but, if someone acts aggressive toward me or stares at me and I look away first, I feel like a coward for not being aggressive back and if it's particularly stressful, I later fantasize about what I "could have" or "should have" done.
I also talk to others in my mind. Here's one that 'Lost in the woods' made me think about. This is partly related to my MPD but, some of it is related to fantasy as well. I sometimes inwardly and even outwardly when I'm alone talk to my other personalities and get their input on stuff. Now here is the unusual part. Even though most of my personalities come from childhood traumas I have had to consciously create additional personalities and sub personalities or "modes" to handle different tasks or situations. I even have one who is authoritative and maintains order over the others so as to make sure that everyone is content and don't argue. Now it get's a bit weirder. As an amature cartoonist and now a writer of fiction I have various fictional characters stored in my mind. Some of them I loved and identified with so much that I incorporated them into my collective consciousness or gave them life in a sense by making them a part of me. They are now in there with my other personalities. We converse, we fantasize sometimes when alone and though I know that fiction is fiction and reality is reality I am able to indulge these kind of fantasies because of my schizophrenia and the kind of imagination that I have. I'll stop here because I don't want to derail the thread but, spending time alone in deep thought seems to be a large part of why we can lose ourselves in vivid fantasies. That and just being a constant thinker and creative and having emotions that run really deep seems to me why we can do this and like someone said earlier. It may be a way to cope with unfulfillment of some type. I do hope that more people post in this thread and share similar experiences. This has really been an interesting subject.