What does it mean to be whimsical? Basically,,, it is to be playful. Playfulness attracts both our inner child and our adult selves. Where there is whimsy I believe there is creativity.
For those of us who find it hard to express ourselves, try keeping a journal. Try painting with your fingers, exploring the use of different colors and the feel of the paint against your fingers while letting them flow along the paper.
Vincent Van Gogh suffered from depression. His success and popularity did not come about till after his death. The last two years of his life was when he painted around 2100 paintings before he committed suicide. How cathartic it was for him to paint. In those days depression was not a known ailment and he did not have the tools to manage his symptoms. But it was whimsy that carried him through the most debilitating of times. In his wake he left a world of colors that to this day immerse people in a swirl of emotions.
Pyotr Ilyich Tchaikovsky was a Russian composer from the Romantic period. He too suffered with depression and as a gay man living in the 19th century he suffered from self loathing, worried about others finding out about his sexuality. I suspect it was during his periods of composing that he felt more peace or at least an outlet for expressing himself.
You do not need to be depressed or anxious to justify painting, writing, composing, or any other means of expression. If you come home one day emotionally drained or physically exhausted from your draining day, pick up a piece of clay and let your fingers run through the wet clay, shaping, smoothing and creating anything that gives you some satisfaction. Let whimsy be your stress relief. Allow yourself to be a child again and play. It is healthy and it is productive. It can be a hobby or not but just allow.