Especially since... so often, in these other lives we dream about, we're making a more tangible difference. We are heroes or queens or gods or... people with super powers, people who change the world simply by being in it.
Real life seems to pale in comparison after that, but it's important to remember that we all make a difference. Even the smallest pebble that touches a pond will make ripples. No one may remember the pebble, but the ripples touch lives.