I kind of "faked" having a few imaginary friends when I was little, just because I assumed that was what was expected of me. I didn't really believe in them, though.
I don't have imaginary friends nowadays either, but I spend a huge amount of time thinking about my fictional characters, mulling over their lives, and I'll often even be pretending I'm them while I'm walking around doing random things. When I was younger and had a friend IRL, we'd pretend to be these characters and play around together...now that I'm grown up and my friend has long since moved on, I can't do that anymore
but I still do it in my head--which sometimes translates into writing. I do it so frequently that I even do it in my dreams sometimes.
Also when I was little I played with toy animals...those came closest to being my imaginary friends. I would pretend to be various characters of mine on audiocassette, and would do their voices and ad lib things. And yes, I grew very close to certain TV characters and such...I remember once I felt so bad having to miss an episode of my favorite show that I left an apology letter to the characters on my dresser!
For me none of this is bad, since it doesn't interfere with my daily life or socializing (since I do no socializing). So I see no harm in it; I even used to be able to use it as a coping mechanism, though I lost that ability.
And like I said, some of it leads to actual writing, so it can be a creative process. I know there are some people for whom these traits are bothersome, though.