I think I do something like that. In my head I make up stories of characters based on me and characters I like and people in real life that I like, just anyone that I wish I was friends with, and these stories are partly from my own mind (Based on random ideas and dreams) and partly based on things that happen in shows and films and books I like. Maybe it's a way of escaping from the real world, which is sad, really, but it's still good to think about all these things even when you don't have them in real life.
I really should write and draw these stories, but it's so hard to get them out of my head and onto an image.