"I worked with my fantasies, I became aware that the unconscious undergoes or produces change. (...) The unconscious is a process, and (...) the psyche is transformed or developed by the relationship of the ego to the contents of the unconscious. (...) That transformation can be read in dreams and fantasies." (C. G. Jung in Memories, Dreams, Reflections, 1995)
With each creation and act of imagining we allow our mind to wonder, our body to flow, our senses to open, our selves to experiment with what lives within us, down there where we don't go that often, and up there in the parts of the brain that for some reason we can't so easily access. Scary? Frightening? Of course it is, for no one feels safe in stepping into the unknown. Yet, isn't it incredible to discover that this unknown that lives within us may show us what it is that makes us who we are, what it is that makes us see the world the way we do and reveals who we may become. It can unravel such treasures and incredible visions of ourselves and our reality.
Just think about dreams, how these emerge from an unknown place (it is yet to be scientifically proven the origins and mechanisms behind dreams!) and yet these may provide us with fantastic, sometimes dark other times colourful, experiences. Have you ever had the feeling of waking up after a dream and feeling as if what you dreamt had really happened? You feel it in your body, somehow you carry new emotions about a person, or a place, or a situation which you had just dreamt about? The experience of imagining and dreaming during the sleep, may shift something within us. And this phenomena is also true for "wide awaken" creativity and imagination - the process of producing an image, or actively meditating with visualisations, or writing a poem, or playing with dolls in the sand.
What we imagine can affect how we feel (our senses and body) and how we think and perceive reality (our mind). It allows for transformation.