I don’t know if other authors do this or not but I have regular conversations with my fictional characters. These are IMAGINARY conversations you understand… Let me hasten to add that I still live at home and I am in no immediate danger of being institutionalized (as far as I know).
I suspect that many of us (whether or not we are writers) carry around a fair number of characters in our heads. Some of them we write about and some we would rather just go away and leave us alone. Some are high maintenance characters who seem to crave attention and try to weasel their way into every book or private fantasy we start. There are others who wait patiently because they know we are going to tell their story eventually. Those are generally the ones who have become very nearly fully formed three dimensional beings. We know them. We may even like them. They are almost real to us. …Don’t let them drive though.