Hmm, have you ever had that moment where someone interrupts you and you have to consciously pick the story you want to keep narrating in your mind? I have a list of stories in my head and I usually ask myself "which one do you want to be in today?" It's so bizarre and I'm so relieved I'm not the only mad hatter out there that lives inside their made up worlds. Ironically, I almost never write down these stories. They're just there.
All day every day. I just think about a story I'm writing, or a story I want to write, and it turns into an entire world. I always play the character though, that's narrating. I don't just do this with stories, though. Sometimes I'll think of something I want, like a petting zoo or this one journalist guy I want to work for my mum (so I can see him all the time because he is adorable), and it turns into an obsession that I HAVE to achieve. I never do, though. Last summer I was so obsessed with moving to London that I was looking up flats there. I went so far as to convert GBP to my country's currency so as to know how much certain flats were each month. A year before that it was the south of France, and a year before that it was just plain Paris. Sometimes it starts with just a simple thought of 'maybe my next story will have a character in Venice...' and my mind is full with thoughts of Venice. It's horrible when I want to concentrate, because I feel like an idiot most of the time, and how is knowing the best places to live in London useful when I live so far away from it?
Yes, this is something I do. I used to do it a lot more throughout middle school, but every now and again when I'm not stressing over everyday things I start thinking about my characters and next thing I know my mind is lost in another world somewhere with them.