When I was a youngster, my father would be up for work at around 5-30 am, which seemed impossibly early to me at the time. He would inevitably disturb me, clattering around in the kitchen below, and I would emerge from my bed and creep downstairs, looking forward to a morning chat with him. The house was usually still dark, and I wouldn't switch the lights on for fear of waking my mother. So, in the gloom, I would cross the landing quietly, and float down the stairs. It was the strangest thing; for years I was completely convinced that I didn't touch the stairs at all. I can still feel the sensation of floating right now. It took me a long time to realise that I was probably just half-asleep, and my mind was playing tricks with me ... but were those tricks any less "real" than mundane, everyday things?
I had a Saturday job when I was at college, and one of the managers in the warehouse I worked in seemed to exist in a parallel universe. He would flit about the place, darting in short, straight lines quite disconcertingly. Scratching his head, always baffled.
I had a recurring dream as I grew up, of a bleak landscape seemingly made of Toblerone-shaped triangular blocks. There was some kind of shop, also made of these things, and I would enter ... then wake up. I can still feel the exquisite texture of this strange world, and when I do, the hairs stand up on the back of my neck.
I suppose my feeling is that one need never "make something up" in strange fiction. Perhaps it may be necessary to do so more in realistic writing?