I don't really know the psychology of it, but I've known one girl, and met a few others who were obsessed with wolves, acted like them, and claimed they felt like one.
You're not a werewolf. Werewolves don't exist and we all know that. But that doesn't change the fact you feel wolf-y and it may be unusual, but it's not a bad thing.
There are sites for people who feel like you and you can probably find others to talk to about it! "Otherkin" is the term the community uses.
Check out otherkin.net which will link you to chat rooms and web boards on the topic.
A vivid imagination and a secret desire to overpower everyone?
Being a werewolf is over rated anyway, constant check ups at the vet are expensive.
Maybe you've been playing too much Skyrim.