I want to put a good word in for fantasies being enjoyed as fantasies and not feeling like they have to be made real in terms of involving other real people. I am defining fantasy here as a dream that is 'fantastic' - that reaches out to the stars in some way- substantially outside my normal life. I think fantasies are essentially day time dreams- and like dreams are the release valve for elements of my experience that need exploration.
My fantasies express parts of myself that don't fit the world I have access to, or that vividly allow experience of alternate life choices that are incompatible with the life choices I have made. Most of my fantasies are related to my crossdressing, meaning springing from the same needs that are the roots of it.
When I was younger I used to feel like I had to make all my fantasies and normal success dreams real or I would lose out- but now I am decades down the road I see that life is at most a couple of stories at a time, and involves being in and sustaining a community. This makes it more or less impossible to experience everything we want to in real life. In lieu of options like toss out my current life and start a new one- fantasizing is a really practical way to grow.
I feel after a couple of years of it- a very good way to round myself out. I get to exercise a lot of feelings, explore scenarios safely, think about it all afterwards, try again, and just relish the value of the experience I am fantasizing.- it is a very positive and useful practice with lots of positive benefits. I expand my range of feelings, I mature my views on things, I have a bank of experiences, etc.
I think the main drawback of fantasizing is that it is alone and that it takes time. If i am fantasizing I am not taking care of real life needs or building relationships. This is one driver for me of going out -to try to enjoy parts that can be enjoyed IRL. There is a danger of getting lost in fantasies, and not being sufficiently present with others in my real life, but I see that problem now as the same one I had when I was a workaholic- which is a socially acceptable fantasy world.
I offer this as a suggestion to members who are in doubt to feel good about closeted fantasy crossdressing, and to embrace and relish it and not feel 'less than'. I now do dream interpretation on my fantasies -- explore the picture and the feelings, ask myself questions and force myself to answer, look for symbolism, and apply the lessons and ideas to regular life.
Now that I have gone out and lived my fantasies about crossdressing, I can report that yes-it is very nice, internally. But it is troublesome to others, and a lot of the value for me was actually present already as long as I was full embracing the fantasy. So if I am alone, and crossdress as if it is my everyday clothes, and do my chores or cook or read a book, pretty soon it is, and feels like, daily life- and I didn't have to stir up commotion in those who weren't ready to understand it.
The remaining difficulty is then the degree to which I feel authentic in my non-fantasy life. I can report that I am more and more feeling that crossdressing is a preference, but not a necessity,since, through my rich fantasy life,I have grown emotionally. In my time alone I experienced and practiced and become more and more the more well rounded personality that was previously inaccessible, except in a crude way through my [originally] fetish crossdressing.
This is not to say that we shouldn't all be free to go out and gradually convert the society to embracing gender freedom- I would prefer that 100%. But under the circumstances many of us find around us, I propose that fantasy is a very constructive and valuable choice!
- that is a great definition of fantasy! 
There is always a silver lining! 