Though some people seem to forget this, much of the art of writing is the art of invention. Even journalism and history involve coming up with a story that pulls everything together, the only thing being that you then need to ensure you have the research to back up your story.
Nobel winner Isaac Bashevis Singer once quipped:
When I was a little boy, they called me a liar, but now that I’m grown up, they call me a writer.
Writing is one of the only vocations where such behavior is encouraged. Run with it.