Your imaginations and books are related to your emotions. 

What is depression?

Simply a mood disorder. Sad, anger the frustration on life, sometimes suicidal thoughts. The laziness, they unloved feelings even though you're very much loved by people. No more motivation, sleeping problems, sometimes eating issues and more. 

The causes of depression.

Family issues mostly. The children who are neglected by parents or get too much attention or strict or pressured into academies, separated families and more.

Illness and health issues. Because medication and isolation in their own room will lead to depression sometimes.

In other causes will be friendship breakups, relationship problems, drugs, and discrimination.  

How imaginations related to our emotions?

Most of us like to escape from reality and live in a world where we can live in peace. Few like to live in a world filled with money, some like to live with their crush or loved ones or as they achieve their dreams and many more. So, somehow everyone imagines about their past, present and future. 

We like to correct the past, so we relive them and create new sceneries. Few want to be better in other's point of view. So, they imagine themselves better than others. And few want to become someone they are not, or they want to be successful or be with someone they can't be with. So, they like to imagine as with them. It's normal among us, we don't have to be concerned about it a lot until it doesn't go bad. Like you spend time to imagine things and ignore your daily activities. 

It's how our imagination mostly works. But, some people like to read and live in some imaginary world that doesn't exist. We must be concerned about these people. 

Our real world doesn't contain wars or castles anymore. The dragons didn't exist from the beginning, or we did not find any proof for that species. We aren't princesses, or we can find any prince charming. No frog turned into a handsome guy, the mermaids didn't exist. No vampires or werewolves among us. And no stalkers or psychopaths love us like there is no tomorrow. Villains exists in everyone's heart, so you know you can never sacrifice the world for someone. 

We are all here for greater good. But, we are not talented enough to gain billions and trillions. So, They just bury themselves in books, and become distant from reality. 

Why do they do imagine?

Because of loneliness. They didn't receive enough love from family and friends. They must be isolated from others. Their friends don't care about them. Even if they do, they could not believe them. It's a kind of mental health issue. 

How you can save them?

Don't try anything to save them. It's their happiness, their mind can ease, and their heart beats normally. If you do something, they will get into a deeper depression, and you can't ever find them. Because, they live only because of those imaginations. 

Imagination helps people to escape from depression, and anxiety or with any other mental health issues. Some people just use the imaginations, and books as a hobby but, it was great help in their mental health.