How fukking weird! I do the same, I thought I was the only one. It's like I wanted to be popular, but I wouldn't really want to be so. I sometimes imagine I'm a super skilled guitarist or drummer, while I listen to something and play air guitar/drums. Unfortunately I can't play any instrument, so it's just imagination. But being a comedian... I fantasize about that pretty often, when I see something funny... and I could do something about it, but I'm too shy, and I wouldn't want to be popular in reality.
Other than that, I just fantasize about having a perfect life and being happy, which involves being loved by a group of good friends, having an amazing girlfriend, having a job I love, etc.