These stories are pure escapism - an indulgence, especially for times when I cannot be more productively engaged. I am always in them. In fact, their main purpose is to allow me to step into an alternate reality for awhile, to take on roles and play around with interactions that will never happen in real life, sort of like a thought experiment. I suppose this makes it a bit like a RPG, but conducted entirely in my head, with no one else involved. There will be other characters, though usually not many. What I find especially interesting is that, while I set the stage and the general outline at the beginning, it quickly takes on a life of its own. Especially the dialogue. It comes automatically - I rarely have to think of what comes next. Sometimes what comes is going to precipitate a significant departure from the storyline I originally envisioned. Then I will either follow where it leads, or backtrack and try again. Sometimes I explore both.
This is quite fascinating to me as stories or thoughts don't...ok, nah, I'll get to that in a bit...take on a life of their own or the dialogue doesn't come naturally for me. My fantasies tend to feel more like play time rather than RPG time. Think, child playing with Legos or in a sandbox, and that's what my alternate realities feel like. I'm very much an active part of the fantasy, as its author, but I'm not a character in the scene. It just feels like a more active role for me than what you describe.
I almost stopped myself above, because there are times when a fantasy does in fact, sort of unfold in a more natural progression, than feeling like a kid in a sandbox, but those are almost limited to more creative endeavors, particularly with architecture. When thinking of a design, many times after working out some concepts in some abstract, figurative sketches for a while, a sort of epiphany will come to me, and I will instantly be transported to this space where my building stands tall and proud, and I "see" it for the first time. The interesting thing is, this form doesn't come from literal sketches, but shapes, colors, what have you. I tend to sketch out my thoughts and concepts in really bizarre ways that just don't make sense at all...but they do. Therefore, when a building takes form in my mind's eye, it's kind of surprising, but not really either. I feel that may be because even though I sketch out these abstract forms and have no tangible or spatial quality to them, they actually feel like a literal translation from thought to paper really, but because I know where those concepts came up, it's as if my subconscious has pieced together, or has constructing this form in the background, through this abstract language, and suddenly appears. Furthermore, when this imagery pops into mind, it is often very clear to me in materiality and form, how it would feel to walk around and through it, and how it would engage its participants. (I'm listening to The Scientist now btw, and see! somehow this song allows me to translate thought to word

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Which...is an excellent segway. The Scientist isn't held to some high degree in my mind as an epic song, but does carry some personal weight and significance for me. For one, that was one of the many piano songs I would play for my dad in the living room of my childhood home, right by the window bathing in a soft Fall sunlight. But there are certainly other songs that do much the same for me, for sure!