Hi, Misskeet, welcome to PsychCentral (PC). Did you tell your parents about how you perceive things or your doctor? I don't know if something is wrong or not, I've had my share of imaginary friends (but they were named "Kathy" and "Michael", nothing as creative as "Wednesday"). I found a good therapist for my anxiety and now don't have that or want/need imaginary friends, etc. You might have a physical or sleep disorder that you see things, I'd ask your doctor if you have one or your parents if you still live at home.