I literally spend all day listening to music and creating stories in my head. been doing it since I was little.

Hi, I'd say that there is not really any "escapism" involved. Escape from what? The "real world"? In a certain sense we all share just one Reality, yet all of us are unique, with our own paths and directions. I'd see it as a great good to have a rich imagination, and in having it perhaps you can expand and enrich your world so that "happiness" can be found more often. ( But just to say, I tend to feel more "happy" when I'm not seeking it. I just am )

You mention writing. Maybe you can grow in your writing skills. Such skills tend to grow with use and practice. As said, as I see it there is no "fictional world" as opposed to any other. "Writing, imagining, reading, watching" - what a great start! All the ingredients for a life full of openings and surprises.

All the best.