Anyone who has ever written a story, drawn a character, or daydreamed a whole other life will probably recognize what the speaker describes here. They have built an imaginary world, and now they can't quite climb out of it. The first line says it plainly: "I get lost in the world I created." The speaker made this place, yet still loses their way inside it.
The second and third lines shift the balance of power. The invented people don't stay on the page; they "come alive," and then they take over the speaker's "mind and soul." The creator becomes the one being controlled. The speaker doesn't sound frightened, though. The tone feels closer to fascination, maybe with a hint of surrender, as if being swallowed up by imagination is both thrilling and a little dangerous.
The subtitle, "Lost but never found," adds a lonely edge. It suggests the speaker may not want to be rescued, or that no one is coming to look. The overall mood is dreamy, intense, and quietly isolated.