Our main leisure activity is, by a long shot, participating in experiences that we know are not real. When we are free to do whatever we want, we retreat to the imagination — to worlds created by others, as with books, movies, video games, and television (over four hours a day for the average American), or to worlds we ourselves create, as when daydreaming and fantasizing. While citizens of other countries might watch less television, studies in England and the rest of Europe find a similar obsession with the unreal.…
Why do we get pleasure from the imagination? Isn’t it odd that toddlers enjoy pretense, and that children and adults are moved by stories, that we have feelings about characters and events that we know do not exist? As the title of a classic philosophy article put it, how can we be moved by the fate of Anna Karenina?
— Paul Bloom, “The Pleasures of Imagination”
It is a pleasure but also it depends on what you are thinking and how the way you want it.