You use your imagination because you are lonely and isolated. It’s as simple and as complicated as that.
You told me that you have social anxiety, that you haven’t had friends, and that you’ve been doing this for a very long time. When you were a young child, you discovered that the world of imagination was much friendlier for you than the social world. You therefore spent more and more time developing it. That gave you a way out of your loneliness and it felt wonderful. A pretend world as complicated as yours usually is the mark of an exceptionally bright and imaginative kid.
I’m not worried about your delight in music or your pretend fame. It’s the stuff that great novels and songs are made of. What I am worried about is your continued isolation. If you continue to retreat to your imagination, you will not learn the skills you need to make friends, find a partner, or be successful in a job.
As painful as it will be at first, you do need to get out into the real world. For that, you may need the support, encouragement and guidance of a therapist — at least for a while. Please don’t put it off. A therapist can help you learn to use that intelligence and imagination of yours to find ways to get comfortable with other people.
I wish you well.