Please post examples of things you have made up. Here's some I have done. They are quite silly but it really gives you a deeper connection with your character. The first part of this actually happened in the game. A dragon attacked Riverwood and killed Aldor(correct name if I am wrong). A few days later I went back to Riverwood, it was storming really hard. I noticed Aldor's body by the river still lifeless by the dragon. The river was rising and tool his body downstream(made up, I pulled him into it). I tried to chase his body but the river was too powerfull that night and took him away. That's part was true. Now the made up part. I spoke to his wife and told her unfortunately I saw the river take the body away. She went on to say that they would of moved the body but it's in their beliefs that the body should be untouched until a person of religion comes and blesses the body. She then said one of men were coming in on a ship from the sea of ghosts and that he would be there in 2 days. If the body was not there they would take something of precious value she had owned. It was crucial I found the body. So I went on a mission trying to find the body wherever the river had taken it. I'm doing this right now. Still no body.
I know it may be dumb to some people but it's actually very entertaining.
Please share.