Flight of fancy (4)
'flight of fancy' is the definition.
(I've seen this in another clue)
This is all the clue.
(Other definitions for whimsy that I've seen before include "Quaint fanciful humour" , "Gentle fantasy" , "Capricious humour" , "Playfully quaint behaviour" , "Something fanciful" .)
(Other definitions for whim that I've seen before include "Passing fancy" , "fantastic creation from the past" , "Fancy, notion" , "Fad" , "Impulse or caprice" .)