The creation of a world - mapping it, populating it, chronicling its history - is in itself a hobby. I suspect for a lot of DMs it is indeed actually the main purpose of RPGs. The game is really just an excuse to indulge in Tolkienian sub-creation.
There is nothing wrong with this: I consider it to be my hobby too. But I would like to use this post as an opportunity to probe into where its pleasure comes from.
The first is generic to all hobbies: when engaged in some aspect of world-creation it is easy to get caught up in the activity and enter a flow-state which is in itself pleasurable. This is something akin to what lay people sometimes refer to as 'mindulfness', but it is really the absolute opposite of that. It is a state of being in which one truly presences, reflecting neither on one's physical self nor on one's thoughts, but simply being in the activity itself. One is allowing oneself to be carried along by the act of doing, as though on a river. This is in itself pleasurable. It is a retreat from intrusive thoughts and quotidian activities, to be sure, but it is not merely escapist. There is enjoyment (dare I even say 'joy'?) in the feeling that one's conscious, subconscious, and physical self are all bent towards the same goal.
The second is that it is escapist, and there is nothing wrong with that. Life can be solitary, poor, nasty, brutish, and short even when not in Hobbes' state of nature (Spinoza once said that we never leave the state of nature, anyway). And we therefore take what pleasures we can find. Drawing maps and thinking about elves is a lot more wholesome and worthwhile than watching TV, if retreat from the sheer banal horror of your humdrum existence is all that you are searching for. It is an opportunity to create something which, even if nobody else even looks at it or knows of its existence, can be pleasing to your eye, your mind, your soul. So whyever not?
The third is that it is a small act of rebellion against the inescapable and terrifying fact that there is only one world that you will ever live in. It is grotesquely unfair that, with an entire universe on our doorsteps, the best that any person can ever do is explore a small part of the surface area of one single planet. It is even more grotesquely unfair that there are many more universes that can be imagine and we will never be able to explore any of those. This - the fact that we are able to imagine places we can never go - is a monstrous constraint and one about which we should be outraged. Channel that rage into something useful: get as close as you can to possessing all of reality and all other realities as your oyster by, God-like, detailing your imagined corner of creation.
The fourth is that it is also a small act of rebellion against the banality of small-mindedness. There are lots of people out there who not only want to stay swimming in their own tiny intellectual fishbowls and never go out into the ocean of the mind, but want everybody else to be the same way too. Well, remember Cinderalla's admonition - they can order you to do all kinds of things, but they can't order you to stop dreaming.
And the fifth, related pleasure is that it is so liberating. Debbie Harry sang 'Dreaming is free'. I have always loved that line. Dreaming costs nothing. But it also frees us: in the world of dreams there are no constraints. It doesn't matter how poor you are, how crappy your home life is, how lonely you feel, how bored you are. You can get a piece of paper and a pencil and, within your relationship to those obejcts, make yourself free.
The world needs a bit of subcreation here and there. So what, really, is stopping you?
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