I do this also. The last game idea I thought of involved me as a futuristic alter-ego I made up, in which I named Skylar Bonds (the name Skylar sounds futuristic to me for some reason) and a group of free-spirited rebels on the streets of Grand Rapids, Michigan in an alternate 1981 setting, where some of today's technologies have already been invented, and uniformity is expected. It would be a retro-futuristic action side-scrolling type of game. Your goal would be to fight off the conformists in several high-detailed levels in order to make it to City Hall to confront the corrupt mayor of Grand Rapids, who imposes the heinous act of forced uniformity on the city. The graphics would be highly-detailed and smooth, while containing mildly-cartoonish influences.
I also have dreamed up a futuristic basketball game, where it's the year 2083 (again, a retro-futuristic setting, but on this one more emphasis on "futuristic" than "retro), and the courts are glass with strobe lights underneath. The basketball goals glow and are about 16 feet high. The nets are actually colorful holograms that explode into fireworks when a goal is made, and while violence is prohibited, hard and flagrant fouls are not enforced. The basketball is multicolored and glowing, changing different colors with every new possession. The ballplayers are wearing flexible neoprene jumpsuits with armor around them, and jet pockets built into their sneakers. You can create your own league, coach, players, court, uniforms, etc. and would feature both real and fictional basketball shoes from brands like Adidas, Nike and of course, Jordan Brand. The 2083-model shoes would be very high cut, but flexible while at the same time protecting the ankle from injury, and would look kind of like those Nike Air McFly's from the Back To The Future II movie. Although it would be futuristic, the game would be bright, fun-looking and humourous. If you like dystopian futuristic settings, this game may not be for you! LOL
When I have ideas, I usually type them up on the computer, right down to every detail as to what type of music would be used for the games or how the graphics would be styled. I also keep them around as long as I can because, well, you just never know. One day, your visions could be realized by someone, as corny as it sounds!
All in all, imagining games in your head is just fun to me.