Now imagine yourself on a peaceful beach, relaxing and enjoying a drink. Next imagine yourself being chased by a police car for whatever reasons.
Have you noticed any changes in muscle tone and breathing? Imagining actions involves the brain activities which will produce physiological changes such as changes in heart rate, breathing, muscle tone, etc. Try this: Close your eyes and imagine moving your right big toe up and down without actually moving your big toe. Notice whether you moved your eyes toward your right big toe. Even though you didn't move your right big toe, your brain planned a motor action the same was it would to actually move it. In a way, imagining to doing movements is not that much different from actually doing the movements as far as brain activities are concerned.
The power of imagination has practical applications. People with chronic pain typically have sensitized nervous system, which means it has a lower threshold for pain, and more easily produce pain. In those people, pain is often associated with movement. The brain can produce pain experience regardless of any actual tissue damage, which is commonly the case for people with chronic pain. In fact, in more serious cases just imagining to do certain movements associated with pain can actually produce pain even without any movements. However, imagining to do those movements can be used therapeutically to desensitize the nervous system and start to dissociate pain with those particular movements. Over time as the nervous system becomes less sensitized, a pain threshold will increase, allowing them to move more. This is one strategy used to get people out of chronic pain cycle. Very useful.
The power of imagination is also helpful to improve physical skills. In fact, many performance artists, martial artists, and athletes utilize this strategy. I also use this strategy quite often to practice Aikido or sports. It's also used in the Feldenkrais Method to enhance learning. From my own experience, I must tell you that it really works. It's sometimes more effective than actually doing movements. Next time you practice some skills, try doing whatever movements you're practicing just in your imagination. See if it helps you learn faster.