As a child and teenager I did all the time. As I aged, I realized I am stuck with what I have and I will have to make the best with what I have. At this point in my life I realize that I have to work hard which is the only way I will get ahead.
Sometimes I wish I was hello kitty. But then I get my mind straight and think- why the hell do I wanna be a psychopathic cat that got its mouth removed and just sits there staring at people with a bow on its head
My advice is to be you. One of the huge advantages of my divorce was that I stopped my rather unsuccessful attempts to appear fairly normal. I took the decision that to be comfortable I'd simply have to do the things I wanted to do and not try to fit in with what might be considered normal behaviour.
The result is that I've been far happier. Reject the need to escape and concentrate on being 'you'.
I cannot imagine being someone else for though I'm annoyed by my failings they are a part of who I am and without them I simply wouldn't be me. And, at last, I rather like being me!
I use to more often because I don't like my life 100% but when I'd really think about it my life has it's good points and it's other points and so does everyone else. I'd just be trading one set of issues and problems for a whole new set. That doesn't make much sense.
I mostly daydream about how I want my life to go and then work on it if it's possible. About the things I know aren't going to work out those are pure escapist daydreams even though I usually just do it before I fall asleep.