That could vary a great deal with what the fantasy is.
If your fantasy is having a nicer yard or a boat you might have a need for recreation due to stress. It might be your subconscious telling you that you need an outlet.
If your fantasy is hacking up your neighbors dog with a machete you might want to address that issues in a more refined manner.
If your fantasy is like mine and you want a huge yacht with an all female crew in regulation bikinis it is just wishful daydreaming.
Hopefully we will both come into some huge fortune and see each other in the Mediterranean.