When you are in REM sleep, the way your brain experiences your dreams is almost indistinguishable from waking experience. If it weren't for your brain paralyzing your body during sleep, you would even act them out. So the experiences you have in your dreams, even something as intense as falling in love, can be very emotionally intense for you even in your waking life. It sounds like this dream really imprinted on you and it may take some time for the feeling to dissipate. I don't see anything wrong with indulging a crush, obviously no one is going to get seriously hurt by you entertaining a fantasy about a fictional character, but if it is intense to the point of painful for you it may be worth it to spend some time consciously letting go of the imagined relationship (have a mental "breakup" if you will). Maybe?