Does anyone have a paracosm and how often do you 'visit'?

Feeling a bit down I discovered by chance some of my writings which go back to over the years in which I have created my own parallel world with it's family and characters which I believe is quite common - think Narnia and Lord of the Rings. Has anyone else experienced this? Whilst I enjoy escaping to the hugs and dialogue I feel very lonely when I return to our current real world.