Does anyone else have this..?

My characters don't always stay in my daydreams. Sometimes I feel like they are with me even when I am not daydreaming, like they are standing right next to me and they can see everything that I'm doing. I know that they are not actually there and it's not like I see them or anything, I just kind of feel like they are there, like there is someone else in the room. When I was a kid I even used to talk to them, kind of like an imaginary friend, but now it's just like they are with me all the time. Sometimes I also act differently when I feel like my characters are with me, like I act like you would when you're around other people, even when I am alone. Does anyone else have this or does anyone know what to do about this?
*sorry for my English, it's not my first language