How do I make an imaginary world?

I'm not crazy, and if you're wondering I do have friends. I'm not planning to use this world as a way to escape my life. In fact, today's pretty much the first day I've been by myself, been at friends houses or the beach all summer basically. So I just thought of this idea today. Anyways, I've always wanted to make an imaginary world that I can just go to when I'm by myself. I think it'd be cool to just be able to fly or do crazy ****. A friend convinced me to try pot one time, and that helped a little with imagining.. but I'm not looking to do drugs again. Is there anyone who has an imaginary world that knows how to create and actually "go into" your world? Best answer will be given I promise.