I live in fantasy worlds that I can't seem to snap out of?

You need to relax. Everyone goes through it at one point or another in their life of feeling like they don't have any direction and feeling like they just don't belong. You are not alone! As long as your fantasy world does not become your reality I think its okay. It kind of sounds like you put yourself there so you don't have to deal with your day to day life. It sounds like you are quite depressed. Have you thought about talking to a counselor? Life does get better!! Trust me..you just don't see it yet. You will get over this.