These days, I still do that -- hotties gracing the cover of People Magazine, old boyfriends... Or, once in a while, guys a little more off the market, like a co-worker I just should NOT be fantasizing about, or a guy friend that would otherwise NEVER happen.
What's the fun in fantasizing over what you can't have? Maybe the fact that it doesn't go beyond the fantasy. I mean, if you think about it, fantasy takes all sorts of shapes in and out of the bedroom. Why do people get thrills out of costumes, role playing and props? All a part of creating the illusion. You get to live a new world, be a bolder version of yourself... If even for a little while.
Essentially, we create fantasy because we get a reason to be whoever or whatever we want. No restrictions, no boundaries. I mean, why do you fantasize?
At the end of the day, a little indulgence never hurt anyone. As long as you're not living in the fantasy more than the reality.