I've spent an embarrassing amount of time in my head. My brain pretty much runs on daydreams. In there, I've been a cunning detective, a flying superhero, a ruthless resistance fighter, a self-taught architect, a daring astronaut, a terraformer, a guttersnipe who breaks thru to prosperity by scamming the rich 'till they bleed money, a goldbricking soldier, an escaped slave, a guerilla, and let's not forget the most frequent fantasy, a handsome cocksman with all the work he can handle from a bevy of randy beauties.
And that's just fine and dandy. Reality would be much harder to bear if we couldn't escape into the endless fields of fantasy from time to time. If you're a fat, middle-aged guy who dreams of being a slim tween girl, there's nothing to stop you - you can be whoever you want in the privacy of your own head.
But OUTSIDE your head? Ah, there's the rub. The real-life people around you are under NO obligation to work as actors in your lil' brain-theater, no matter how passionately you believe in the production. In fact, if you interrupt their business with babble about your fantasies, they have every right to point a finger in your face and laugh loudly.
Dream as big/far/weird as you please. Call yourself whatever you want. In this, at least, we still are a free country. But the minute you want me to play along with your fantasies, you'd better hand me a clearly written script and pay me full Actor's Guild rates.