So, in my recently dipping into Richard Adams' autobiography* I was surprised to learn that he was one of those people who as a child made up his own private fantasy world. Shirley Jackson was another, and we know that when her daughter showed an interest in writing Jackson encouraged her to create her own such fantasy world. One of the more famous of such twentieth century efforts is BOXON, created by the Lewis Brothers, while Eddison was already writing about characters and events from what came to be THE WORM OUROBOROS when he was ten. And we know that all four of Tolkien's children had his or her own world, each of which took the form of an island (John's island had lots of trains, while Priscilla's was apparently populated entirely by stuffed bears).
Yet what I found unexpected in Adams' account is that he not only kept up his fantasy world at least well into college but that his example led to several of his fellow students revealing that they too had private worlds. Like Tolkien's suspicion that there were more people than you'd think who exercise the 'private vice' of creating their own language, Adams's experience suggests there were similarly quite a few who had their own private worlds.
Here's Adams account: I've quoted the full passage to help establish the context, which begins with his singling out the things that were most important to him at Oxford.
". . . my imaginative life, which was in certain respects more real to me than reality.
"I had always had a lot of fantasy in my life — as far back as I could remember. Once it had been the kingdom of Bull Bands, its halls and state rooms secluded among the laurels; a land-locked realm, deriving its attributes largely from King Arthur and peopled with knights, whose enemies were foxes. Later, at Horris Hill and unde the influence of films and writers like Sapper and Dornford Yates, Bull Banks had become a gay, fashionable city-state of sport and pleasure, its celebrities, my companions, forever playing cricket or football matches or dancing in champagne-flowing night clubs (like those of Ralph Lynn and Winifred Shotter; Bertie Wooster; Marlene Dietrich). At Horris Hall I had found that this Bull Banks carried so much conviction and included so much detail that other boys revealed their own fantasy countries (and one or two, I suspect, hastened to invent them). A few years ago, walking along the Embankment by Charing Cross, I ran into a friend from those days, and as we chatted, recalled those kingdoms — his and mine. 'Ah,' he said, 'but you had the ends much better tied up than I did.' Certainly a great deal of my time and mental energy went into the fantasies, which in my infancy compensated for solitude and at boarding-school for boring features like Mr Morris and Mr Arnold.
"Not the least of the wonderful things about Oxford was that it happily accepted and took on board your fantasy potential — whoever would have thought it? — developed and transformed it, blending it with magic oils, with sounds and sweet airs that gave delight and hurt not. Christopher Isherwood found exactly this at Cambridge, and wrote about it in his autobiographical Lions and Shadows. Alasdair, like Isherwood's friend Chalmers ('Already the crowds begin —'), would find phrases suggesting themselves as we listened to music. I recall how we derived, as surely as ever did Swann from the 'petite phrasee' of Vinteuil, a peculiar and personal meaning from the Leonora No. 3. (Alasdair used to sing, 'I think, he soon, will really be quite free.')
Indeed music was the great, the principal releasing agent, acting like some miraculous catalyst to bring upon us trance and ecstasy . . . "
—Richard Adams, THE DAY GONE BY (1990), page 228
Of course there are many world-creators who do their creating primarily as adults: Tolkien himself being the most famous modern example, but Austin Tappen Wright and Cordwainer Smith fit the pattern as well. I suspect most people with such propensities these days scratch that itch by playing D&D.
*which covers the first half of his life, to the days just following World War II