Everyone who has had a fantasy or has lived in a fantasy world can attest to it having many wonderful characteristics. Someone with a good imagination can pretend they are jumping off a cliff and feel like they are actually falling! Or they could vividly conjure things like smells and tastes...and go through the full sensory process of making imaginary coffee using an imaginary machine. Scientists can even measure the "psychosomatic" effects on a daydreamer's body and see that they are physically reacting just as if the experiences were real.
This gives strong evidence that in principle, the tenet of the meditiative new-agers that "your mind can go anywhere and do anything it wants" is true. Yet most people who become obsessed with this tautology don't have any real sophistication--they end up sounding like teenage stoners walking in a room with a blank piece of paper and a pen. "Isn't it profound, I could draw anything I wanted!!!" This will seem profound indeed to someone who has been sitting with a typewriter and spending weeks fretting over the fact that there's no umlaut on the keyboard. However, an artist will roll their eyes at you and say: "great, but if you can draw anything you want, let's see you draw like M.C. Escher."
The worlds you create and interact with in your imagination can't deviate too far from your existing body of knowledge and skill without falling apart. If you really love the idea of interstellar travel, you'd be disappointed if the engine room on your make-believe starship contained only a big cardboard box with "ENGINE" written on the side. You'd like to be surprised by some of the sights and sounds of warp drive, and be able to ask the engineering team: "what does THIS button do?" and get a cohesive answer.
Thus, without a degree in starship science, you aren't going to be able to get that education from your own mind...not without inventing it all yourself. The freedom of complete creative control comes with all the burdens of complete control: you have to write all the dialogue for the characters and invent every detail of that world. Some have suggested that if an omniscient all-knowing God exists, he would face this daunting proposition. It would probably be torture to be forced to invent all of your own entertainment in complete isolation.
So we should consider ourselves quite lucky! We are not trapped alone in some kind of cosmic empty room with nothing but a Sharpie and an infinite roll of paper (or to the extent that we are, we've long since abstracted ourselves away from that concept). Instead, we can read science-fiction stories we did not write...watch shows like Star Trek that we didn't produce...or go for tours of spacecraft we did not build. This is because we live in a shared world, where we have many senses and means of exchanging information with other minds.