Everytime I watch a show or anime in which the characters have an interesting life, I really fantasize with exchanging lives with them lol.
For instance, I'm watching an astronauts anime and it's just awesome! I would like to be an astronaut so much and look at the fuc**ing Earth from the space while recording a video and show the whole world that the Earth is not flat!! (well, they still wouldn't believe I guess haha)
Another example, when I watch the walking dead I really wish I lived in a post-apocalyptic world and be a badass like Rick Grimes. You know, just surviving somehow and helping people! (a world full of zombies would make me less suicidal huh? I guess I have some issues lol)
Edit: oh, one more thing. I really love isekai stuff! (stories in which a character is reincarnated in another world with all his memories and knowledge of his previous life).
I would like to live in a magical world and become really powerful there. I would never make as many mistakes as I did in this life, I bet.