The Scientific Basis
This isnt the place to explore the topic in depth but there is much evidence to suggest that merely imagining something can positively affect the brain and develop/strengthen neural pathways.
Drawing not merely on anecdotal evidence but from scientific research, vast numbers of professional musicians, dancers, sport stars and the like, maximize their achievement by mentally rehearsing (imagining) their performance.
It is well established that breathing, heartrate, blood pressure and so on, vary according to what one is imagining. Brain scans have shown the same parts of the brain are activated during mental rehearsal as they are actual performance. (For examples of other measures, see Do imagined and executed actions share the same neural substrate? J Decety, Brain Res Cogn Brain Res. 1996 Mar;3(2):87-93 http://www.ncbi.nlm.nih.gov/pubmed/8713549?dopt=Abstract)
In Mental Practice in Chronic Stroke: Results of a Randomized, Placebo-Controlled Trial (November 15, 2006), Stephen J. Page, PhD; Peter Levine, BA, PTA; & Anthony Leonard, PhD write, Mental practice (MP) of a particular motor skill has repeatedly been shown to activate the same musculature and neural areas as physical practice of the skill. (http://stroke.ahajournals.org/content/38/4/1293.full)
In a study of people recovering from stroke, a third performed a grip strengthening exercise, another third merely imagined doing the exercise and the remainder (the control group) did neither. After four weeks, the group that physically performed the exercise showed a 30% improvement and those who merely vividly imagined doing it showed almost as much improvement (22%). In contrast, the control group had only a negligible 3.7% improvement. (Strength increases from the motor program: comparison of training with maximal voluntary and imagined muscle contractions G. Yue, K. J. Cole, Journal of Neurophysiology Published 1 May 1992 Vol. 67 no. 5, 1114-1123 http://jn.physiology.org/content/67/5/1114.short).
For an example of the vast array of research into the effectiveness of mental imagery in improving sport performance, see Imagery quality estimated by autonomic response is correlated to sporting performance enhancement Roure R, Collet C, Deschaumes-Molinaro C, Delhomme G, Dittmar A, Vernet-Maury E, Physiol Behav. 1999 Mar;66(1):63-72 (http://www.ncbi.nlm.nih.gov/pubmed/10222475?dopt=Abstract).
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