A lot of fictional characters are more real to me than the people in my life. I am able to connect with them in ways I can't with others - maybe BECAUSE they're fictional and I don't have to share any of ME with them. Especially Harry Potter characters. I've never been in love with any, but I often think of their lines in the books when they match my day-to-day situations. I sometimes (without even thinking) turn my head to look at them and we "share a look" before I acknowledge they're not really there.
I'm a big MLP fan and have been since they first came out in the 80's. I have over 500 of the figurines, so I do understand obsession =P