@mage_goo To be fair, the concept of a "game" in and of itself has existed longer than written history. Tag is a game, house is a game, chess is a game, pretending to be knights and damsels in distress is a game, and acting out scenes from a book or story with other people playing as other characters can be seen as a game. As for the "Real-life fantasy" part, I'm sure fantasy stories have existed even longer than the concept of games. Whether it be a story one heard from another, a story a person made up on their own with their imagination, a play someone saw, or a book one has read, fantasy stories are common. It's not hard to imagine that she's either read a fantasy story or was read one by someone else, or simply daydreamed one into existence.
With that said, it also depends on the translation. If the original Japanese phrase that was used literally referred to video games, then it'd be a different story. Hard to say since all she said was "game" instead of "video game."