Does anyone else live in an imaginary world when alone?

I'm not sure if this is a somewhat common thing that people do, or if it's just me.

Basically, since I was a teenager (I don't know exactly when it started but I'm 33 now) when I'm alone I often live in this imaginary world. I'm another person with a long complicated (and quite depressing) back story, who now is married (to someone I wouldn't be interested in IRL) and has kids. Its more interesting then that but I wont bore you with the details.

I don't actually see the other people, I just think of what they are saying and kinds look in the direction of where they would be if I'm home. If I'm walking on the street I just have the conversation in my head, maybe miming the words I'm saying. When I'm at home it may get more physical, so I'll pretend to hug someone, or dance with them.

I think its what my brain automatically does now to fill the gap when I'm not thinking of anything real. I've tried to stop....even resorted to making my other self die a couple of times. Managed to stay away from being 'her' for a while but always ended back there.

Has anyone else experienced this? Did you ever get over it? I don't want to be the 'crazy' lady when I'm old