I had a very rich and intricate fantasy life for many years (since I was a kid). There were two kinds, the fictional fantasies, and real life introjects (having conversations with real people in my life - but as the real me, not my facades).
I felt more emotional in my fantasies than in real life. I became attached to them and the characters. It felt safe to be me and express myself there than with anyone in real life.
It became such a habit that a few years ago I had to make a real concerted effort to stop, and it was really hard at first.
I spent many hours per day in fantasy. I don't know why I stopped, except that 3 years ago I started getting back in the real world again, working and stuff.
But I also have felt a lot more stressed, and frustrated, since I stopped. I kind of miss it, and still go there some times.
It's something that was very private and I kept to myself. I guess I started feeling like atleast some of it was childish and that's why I stopped. I was in my late 30's when I finally gave it up.
I never felt like it was abnormal, it was just a very private thing, but it did start to feel childish to me.