Why does Dill make up so many stories about his parents, his travels and his life in general?

In Chapter Four, Dill comes to Maycomb for the summer again, full of stories about train rides and his father, whom he claims to have finally seen. Unfortunately, Dill has to make up stories because his homelife isn't as happy as he'd like everyone to believe. None-the-less, he doesn't want to feel different, and he loves his time in Maycomb with the children, so he makes things up to keep people from asking him questions.