The Fantasie in F-minor of Frederic Chopin is considered by many to be among the greatest single-movement works for the piano ever to be written. It is certainly among Chopin's greatest.
There is absolutely no evidence whatsoever, that Chopin intended to mislead his listeners by titling the work, "Fantasie," nor is the work a pseudo "Sonata" or "sonata form," nor is there any evidence that the piece has extra-musical meaning, be it a procession of ghosts or fate or other such silliness. Chopin was a composer of the first rank and alluding to such nonsense cheapens his achievement. He was notoriously scrupulous about the titles of his music, being sure to convey no more than intended. Chopin disliked descriptive titles and the fact that he did title the piece "Fantasie" should tell us something of his intention of how the piece is to be heard and appreciated. The Fantasy form had existed for centuries in the literature of classical music, and Chopin took from it certain salient elements and weaved them into his uniquely romantic style. Among those elements are: unpredictability (sudden changes in volume and key) contrasts of texture, rhythm, and the use of formal invention, that is, the form of the piece will not easily be placed into any pre-conceived or well-known patterns (such as "Sonata"), and the impression of an improvisatory style.
To illustrate one may examine the opening section and the music that follows it. The work opens with a dark, march-like section of some length, which, interestingly, but appropriately, never re-appears. We are, however, introduced to the "motive," or "musical idea," of a descending scale of four notes which will provide something of a thread throughout the work. This opening section is firmly entrenched (with some deviation) in the key of F-minor and its rhythmic regularity will provide contrast for what immediately follows, which is a wildly unpredictable and "free" almost improvisatory section, moving quickly through temporary key areas, creating a sense of mystery and instability. This is the essence of "fantasy" and is quite the opposite of Sonata-form, which is why the attempts at forcing the piece to fit Sonata principles always fail.
Chopin's genius was at such a high level at the time of this composition that we have difficulty coming to terms with what he created. Many only feel comfortable, that they "understand" the music, if they squeeze it into a form that they do understand. This distorts the true meaning of the work and thus, its message, the full enjoyment of the work, and the monumental genius of Chopin's craft.