fauxstalgia — nostalgia for something you haven't experienced, or that never existed
rosy retrospection — the psychological fallacy where people tend to remember the past more positively than how they felt about it when they first experienced it (though research so far has been inconclusive)
the golden age fallacy
saudade — [from Portuguese] melancholy or nostalgic longing for something that you weren't able to experience [wiktionary]
Sehnsucht — [from German] a longing for something that's unfinished or imperfect [wiktionary]