I heard it is easier to fall asleep if you avoid electronics for an hour before bed, or more specifically, screens. This can be a bit tricky tho as an hour isn't an insignificant amount of time, so it would depend on circumstances.
As for the actual post, I can certainly attest to having ideas in my head for settings and characters, but I wouldn't really say that I have stories happening. It isn't that I never think about events or scenes, rather that when I do, whatever I think up is ultimately hollow or too vague to actually hold any legit worth.
This doesn't stop me from internalizing these happenings as cannon for the settings (tho phrasing it like this may be misleading, as things can change), but it does mean that trying to turn it into anything beyond broad outlines would end up pretty dull if I don't hash out the details. But even when I've tried figuring out the details, it still ends up somewhat lacking (probably because the scope wants to be grand, but without any of the work to make it happen).
Regardless, the point is I can relate to what you're mentioning, so I don't think this is an "isolated case of the crazy" (however the main difference for me is that things are pretty weak, in the sense it is lacking in detail/specifics, [and probably volume too]).
I will add that establishing a setting & characters and building it up just in the head alone is pretty enjoyable, I guess because it is all very... safe. However, I would need to shape it into something of a more concrete shape if I ever want to share any of it, barring just mentioning ideas (but as I've mentioned plenty of times elsewhere, I imagine practically any idea as capable of working, so it is unlikely I'll go down this path again).
As for being worried about locking down characters, that is certainly understandable. I've tried writing stories for some of my imagination lands in the past, but because I too don't want to ruin it I tend to try going for much smaller scope things, like a small new character to make an introduction for the setting or some other element (although small scope is good for me for other reasons too).
Finally, I would be interested in seeing some other people's thoughts on this too, as I imagine this is something that can vary widely between people.
tl;dr - I'd say I sort of do the same thing, but maybe like a lower level variant or something. What about you current reader (if you haven't already mentioned it)?