Not necessarily. I'm gonna direct my attention to going about this a more positive/safe way. This is probably delicate, and taboo to admit, but oh well. Here goes. Maybe I'm one of the lucky ones, as I'm able to ascertain what's real life/what's me daydreaming/my imagination. Because if you're getting your daydreams/thoughts mixed up, and you think they are actually real, that's a problem, and you should seek help immediately. However, if you know damn well it's fake/fiction/playing around/being silly etc. it's okay, and actually very normal.
Ever since I was like 4 years old, (I'm 31 now) I have hundreds of imaginary friends/personalities/fake celebrities in my head/actual celebrities that I turn into imaginary friends etc., and I like to think this is actually very common, to where people maladaptive daydream, and create illusions/scenarios in their heads, from watching tv shows/movies/looking at celebrities, hell, even noticing someone you saw out running errands, or someone you saw on the Subway, or just people watching in general etc.
My advice is do what I did, and write your characters/situations/daydreams down. Make stories/poetry/fan fiction out of them. Make a comic book series, write stories, play simulation video games like The Sims or Cyberpunk, and let your imagination run wild etc. This is why I think fanfiction is so common, because this particular trope/action is quite common, of people having make believe people in their daydreams.
Also let me make this clear. Just make sure you understand, IT'S NOT REAL/IT'S ALL IN YOUR HEAD. (It's make believe, it's play play, creating imaginary friends/maladaptive daydreaming). As it said, it can help if you start to make stories/art/creations, and then it will be easier for you to relay that it's not real, and it's art/imaginary vision. So that's a suggestion/advice etc.
If you are not able to figure out what's real, and what's fake, (ergo Delusions) this is not okay. Again, you should seek help, and guidance with this, as mixing reality with delusions, is psychosis, and this can be a problem. So yeah. There is also a fine line, and you shouldn't worry, and you'll be okay really. It's very easy to tell the difference. As long as you know your imaginations/daydreams/scenarios in your head are not real, and they are stories/movies/characters you're making up, then it's okay. It's only a problem for those that aren't able to distinguish that. So yeah. At that point, you do need to seek professional help.
thank you.