Is it normal i live in a fantasy world?

Well here it goes. I have my own made up world in my head. It's not exactly a world where people and things are. It's more like an escape to a state of mind where I feel safe. Where I feel like I'm welcome. Everything around me is tuned out; and I'm alone. I think about deep things. I think about things nobody even knows I know about. How many bad choices I've made in my life. Whether or not my friends are my friends. What people think of me etc. Etc. But now I prefer that place. Now I'm not depressed; but I like to be alone. I like the idea of only having me to think about. Where nobody else can feel or connect to what I feel inside. I think part of this made up world I created is because I'he been bullied. Not like Amanda Todd. Not terrible bullying. But people who make me feel insecure. They don't mean it; but they just don't make me feel as comfortable as I should. I'm not skinny. Nor pretty. Like my friends. But I still love me. That's why I want to have my own place where I'm alone. Is it weird I don't want people in my life? Now I love my family and friends. I'm not a selfish bitch. I just want to go to a different place where everythings going to be okay.