Yes, I've heard of this. I believe I've had this since I was about four. I had imaginary friends then and I would daydream a lot, believing they were always right there beside me. I gave them names, lives, homes, worlds, etc. It helps me to escape from my life and the pain. I still do this because it keeps me sane and also it's become addicting. It's an obsession that I no longer have any control of, but I wouldn't want it to stop. If it did I don't think I'd be able to live on. Also, it's been a huge inspiration, giving me ideas to write interesting stories.

I don't have any solutions though. Sorry.