I've tried consciously to "make things up" while I'm doing a PLR, and I literally can't. My mind does wander, but no fantasies or daydreams. and nothing visual. That's why, when something does come into my mind (especially if it's visual), I pay attention. Most of the things that have come up are not anything I would fantasize about for sure. I would try it, you have nothing to lose and who knows what you might find out.