This is an often rejected idea; imaginary worlds and friends. I never had one, and my kids so far don’t, but the idea of creating another creature who explores the world along with you, or possibly in a very different way than you, is a fascinating concept to me.
Developmental psychologist have pieced together an unexpectedly diverse and nuanced profile of the children who create imaginary companions, while finding out how and why they create them.
Source: The Real Guide to Imaginary Companions: Episode 1 – Science Friday