That does sound scary

Sounds like rationally you know that stuffed animal is there to cuddle and comfort you, ceiling is to protect you from the weather, headboard is to support the bed that cradles you.
Likely the pdoc will take it very seriously and possibly consider you in danger of acting on it.
Do you really hear the objects saying it, or are they just random thoughts being processed. You are far from home and family so I'd guess that challenges your sense of security and maybe why the thoughts are connected to things that are meant to comfort, protect and support.
I told my pdoc that I used to control the weather, and that my daughter told me the same thing about herself without ever knowing about mine. I thought it was cool and interesting, real or not. But pdoc looked worried and said it was "eerie". But then she asked me if I still believe that, and I said not really. So she hasn't brought it up again.
Only you decide what you want to tell pdoc. Maybe it is a "symptom" she should know about. Maybe it's something you could work on with T. I don't know.
But I want you to be safe.