Briliant thread 
I used to pretend that my bicycle was Champion the Wonder Horse
I'm another one who used to make showjumping courses all round the garden, using dad's plant pots and bamboo canes, and go round on my space hopper. And I had a whole imaginary riding school in notebooks.
My dad was an avid stamp collector, and I still have a comprehensive knowledge of all the old Commonwealth countries, from helping him sort his collections. Not so exciting were all the millions of almost identical stamps he got sent from a penfriend in India.
We had a pond in the garden, and would often find tadpoles, which would then come into a tank in the dining room. Amazingly enough, they thrived and it was wonderful to come down every morning to see whether they had started to grow legs yet. Once they were 4-legged, they would get transferred back into the pond. Where no doubt most of them ended their days by providing a delicious addition to the menu of the shubunkins.
I collected gonks, keyrings and Britain's models, I still have a whole load of the floral garden stuff - it is in the loft.
At one time there was a craze for making things out of clear resin in moulds. Used to drive DM mad as it stank the house out.
Another thing I used to do was read the 'It Pays to Increase Your Word Power' section in the Readers' Digest. I actually got pretty good at it, and it's left me with a lifelong love of unusual words.