Yale Psychologist Paul Bloom writes:
... the most common leisure activity is not sex, eating, drinking, drug use, socializing, sports, or being with the ones we love. It is, by a long shot, participating in experiences we know are not real - reading novels, watching movies and TV, daydreaming, and so forth.
Enjoying fiction requires a shift in selfhood. You give up your own identity and try on the identities of other people, adopting their perspectives so as to share their experiences. This allows us to enjoy fictional events that would shock and sadden us in real life. When Tony Soprano kills someone, you respond differently than you would to a real murder; you accept and adopt some of the moral premises of the Soprano universe. You become, if just for a moment, Tony Soprano.