In our culture of indulged, individualized experience, a certain perfection of life is ascribed to that moment in which your fantasy becomes reality. The idealized human life culminating in the realization of fantasy, in other words.
Accordingly, it is assumed that everyone wants their fantasies to become reality. For example, I have a friend whose life plays like a never-ending letter to Penthouse Forum. To many, his life embodies an (pornish) ideal. I myself am not above admitting to have looked upon his life from time to time with eyes greened by envy.
Nevertheless, I do not hold reality to be the perfection and natural destiny of fantasy. I want many of my fantasies to go unfulfilled because they are fantastic, outlandish, or impossible. More importantly, I'm glad that they do not contain the weight and persistence of reality. I am nurtured by their unreality and, in many ways, dependent on it.
Reality does not lie on a continuum with fantasy, but unfolds rather as an autonomous zone. Fantasy can, and should, guide and inform our actions. It should not, however, be revered as the measure of our actions.
Personally, I am drawn to reality precisely because it is beyond my control and intent, because it surprises and startles, and because it does not wholly conform to my expectations. Reality attracts me, ultimately, because it does not seem to be me.