Green, you would be surprised how often this very question gets asked especially here.
As long as your imaginary friend is not harming you, or encouraging you to things you should not I see NOTHING wrong with having an imaginary friend. Heck - I'll even go so far as to say there is many things we do not understand and many phoenomena out there which we cannot explain. Perhaps what you consider imaginary friend, is truly something else. Maybe its God, befriending you. Maybe its some type of spirit. Maybe you are telepathic but neither of you understand telepathy yet. I beleive all of these are possible - maybe not likely

but my point is you can think whatever you want in regard to this, and there is still nothing wrong with that!
For a longtime when I was a child, I would have conversations "telepathically" with a girl named Angelina and a boy named Johnny. They were aware that they were telepathic, and I was aware that was what was happening(was it really telepathy or just imagination? Who knows. It helped to calm me though and gave me friends I did not have otherwise)however only certain info could be exchanged. As soon as we tried to share our location, or identifying information the contact was cut. Other than that we would "hang out" in my mind, joking, doing things friends do, talking out my issues at the time.
to this day i can't rightly say was it real or was it imaginary friends. Why did i choose two? And why a brother and sister(as they were if i remember correctly)?
I even know what they looked like.
Angelina was about 14ish, maybe older, had nearly waist length gorgeous honey blonde curls. She had blue eyes, and a delicate face structure. She often wore white.
Johnny was a typical late teen. He had short brown hair, cut in the style of bangs but parted to the side, and sides buzzed. He always wore a sort of office-color-blue-Grey shirt and jeans. He was funny and fiercely protective of both her and I. I beleive, if i remember correctly, both Angelina and i had been through much abuse and Johnny protected us.
It could very well be an elaborate situation my mind made up to save my sanity(and if so, WOW what an amazing job!) or it could be i connected with a brother and sister with telepathy. I dont know.. and honestly to know seems to take the magic out of it. It served me very well at the time and every so often I seem able to connect with them. They grew along with me and now have children of their own!
Sooo. Bet everyone thinks im weird now!