Once you realise that life if not going to improve much while you are a child and have no control over what happens to you, you take that life and toss it into a compartment.
Then, it’s not simply a matter of your imagination taking over and transporting you to another world, one that is better than where you are. That isn’t yet formed.
Your imagination needs fuel, from what you see, what you hear, from people other than those around you. Yes, it’s not all sit at home and mope about.