I can't remember if the stories are by one author or by several, since I lost the book ages ago. They seem to be sci-fi and probably from the '80s or earlier.
The first story, which I can't remember, is (most likely) entitled "Prologue".
One story is about a man who convinces his friend's son that there exists an alien named Mr. ___ from the planet Sirius. The "alien" instructs the boy to shoot his father, so that the aforementioned man could be with the boy's mother. In the end, the man walks into his bedroom and finds the alien he invented waiting for him.
One story involves someone exploring a land (forest?) in strange colours.
One story is about a boy whose parents discourage learning. They tell him to read comics rather than asking about the moon's distance to Earth. The boy is executed for doing too well on the obligatory government examination for children.
One of the last stories is about a futuristic animal conservation/breeding centre at which the rarest and most dangerous creature is a human.
There is a story that seems to be about some people in a collapsing building as the world ends, and another that somehow has to do with a shop built out of bricks...
(There might also be a story about ghosts in a well on the moon, but I might have read it elsewhere.)
Please let me know if you know this book, or have any guesses, thanks!