We do create our own realities, but there are limitations based on our belief structure which determines the probability of the reality manifesting. There are also catches to this creation process. Those aware of the ability almost always fall into the same pitfall, which is getting the opposite of what they want, for as long as the desired reality is observed, you don't get it.

Way back when, when there was nothing else to do but think and look for food, people realized this and devised methods around this problem. The first thing they had to do was take the control out of their hands and offer it to a "higher power" - god. Taking credit for one's reality just builds the ego which inhibits the creation process.

Then they had to distract themselves so they couldn't observe their wishes. That's when ritual started and fasting...try focusing on anything other than food when you haven't eaten for a couple days - it's impossible, or dancing around a hot fire for hours at a time until exhaustion. They quickly were able to take their eye off the prize.

Reality is like a long string connected at either end by fixed points. Your reality is just one spot on that string and as you change your reality, the rest of the string slowly adjusts (rises or falls) to fit it in. As a result, reality always remains consistent for everyone and maintains order. If however, you were able to alter your reality so drastically that it pulled the string from one of the points, chaos would ensue and everything would end. That can't happen.

Then there is time. Time only exists on our level, but at the highest source level - where "God" exists - there is no time. Which means that you are already dead. And if death was final and absolute, then you wouldn't be able to contemplate death at this point anyway - so don't worry...you're alreay dead. This requires you to think and dwell really hard on it before it sinks in, but it will. You'll realize your death is just a reflection of your birth and without death, you couldn't have been born.