Yes, one of my teachers spoke about this experience. He experienced this in Burma for many years in his youth.
• When we get closer to the Dhamma, we get closer to reality. Our thoughts align with reality. He said when we reach a high level of morality(sīla)or concentration (samadhi) our wishes come true more easily. A mind that approaches purity is extremely powerful. Remember that the Dhamma is purely mental. Lord Buddha said that the mind is the precursor of matter. If we act with a pure mind happiness follows us like the cart follows the ox.
• However, by indulging in this one can easily fall into sakkaya ditthi. Brahma Baka is an example. Long ago when in an empty kappa, He was the only being below the Abhassara world. He said to himself; It would be good if there were beings and worlds. Beings and worlds have indeed appeared. Since then he has fallen into the erroneous belief that he is the creator of all things.
• The devas also have thoughts which give rise to their wishes. They may wish to experience such sensual pleasures etc.
• In summary, as long as we do not have a good knowledge of the Dhamma, this type of experience can be very dangerous and lead us away from the path. It will strengthen sakkaya ditthi if one does not have wisdom.
