My experience has been that a lot of women tend to keep their fantasies to imaginary characters (there are soooooo many size fanfics/fan pics of the brothers from Supernatural and Link from Zelda and more recently, Astarion from Baldur’s Gate 3). While I prefer original characters, I’ll read fanfics as long as the character acts appropriately to the source material.
I have noticed that men tend to fantasize about real life people more, and while Henry Cavill and Chris Hemsworth are incredibly attractive, it feels odd to imagine them randomly rampaging through a city.
I do what others have mentioned and take features that I like and create my own character so that I can shamelessly pit him against tiny civilizations