The thing that most attracts me to historical fiction is taking the factual record as far as it is known using that as scaffolding and then letting imagination build the structure that fills in those things we can never find out for sure.
I surrendered to a world of my imagination reenacting all those wonderful tales my father would read aloud to me. I became a very active reader especially history and Shakespeare.
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Reality is how we interpret it. Imagination and volition play a part in that interpretation. Which means that all reality is to some extent a fiction.