I also did a variation of the cemetery thing, and to this day still think it's bad luck to breathe when driving past one xD My brother thought you got to make a wish if you get hold your breath the whole time,
*I thought I was a mermaid and knew a "secret" mermaid language because I could hear sounds underwater
*I thought when you traveled on a checkered floor, you could only step on one color or the other
*I thought the teacher's lounge (which I had been in to get papers and what not) had a secret button somewhere on the wall (like a picture or a refrigerator magnet) that would reveal the REAL, secret lair. (Thank the TV show RECESS for that one xD)
*I thought the Easter Bunny left trails of jelly beans from my bedroom down to chocolate and other goodies.
That's all I can think of at the moment, though I did play pretend A LOT as a kid...I used to pretend that if I made a pile of woodchips under the log-cabin part of the playground, it would act like a "fire" and warm me up. (It gets cold in Chicago in winter, lol)
Actually, I had camp counselors try to convince us that one of them was a vampire when we couldn't go to the pool because of rain. They had us draw "maps" and look for "clues", and she of course had the fake teeth and a ketchup-stained sweatshirt and a long woodchip "stake", and they banged on the bathroom windows to scare us. I was 6 at the time.