When I was totally bored in elementary school one day, I created this amazing (to me) fantasy of being a long lost alien princess who was supposed to be Queen of the Universe. I often wished that fantasy was true, believe me! I daydreamed about how astonished everyone would be the day the flying saucers swooped down to reclaim me and proclaim me the ruler...well, yeah, obviously that didn't happen. Relax, you are NOT my unwitting subjects! I did find it very amusing that the movie "Jupiter Ascending" kind of had a similar plot, although wow her dress is tacky!
When I was much older, the things I wished were true tended to be the worlds of my favorite books. So, I wanted to swoop through the skies of Pern on a golden dragon, for example. Or live in Rivendell and be a tall Elf with a sexy Rohan lover who just happened to be Eomer (as portrayed by Karl Urban). The wishing wasn't connected to any one specific myth or legend, but to the place and the universe.
I think I solved that one by writing my own stories and making them feel true while I'm totally immersed in them, working my way through the plot and the events, and having everything turn out the way I want it to be.
But okayyyyy, if I HAVE to pick one to be a team player here on SFF7, I'll go with shifters. I want the shifters of either Nalini Singh's Psy-Changeling world or Patricia Briggs' Alpha/Omega/Mercy Thompson world to be REAL. Sexy, badass, smart...
There you go.