I don't even know what to call this

It depends on if it's something you daydream or fantasize about, or if you actually legitimately think you're dating them. If you just daydream about it that's pretty common.

Do you smoke cough syrup or snort it?

I'd call it,fucking retarded!

I dream about being married or in relationships with celebrities all the time, I even make up cute little pet names for some of my crushes, for example I think about three teenage celebrity girls all the time and I call them Cupcake, Pumpkin, and Buttercup.

I met a chap in the Indian Himalayas who was convinced he was married to Monica Seles the tennis player.
He was quite normal in most ways, but one day casually said "You may know my Mrs..." and launched into the maddest tall tale!

In primary school I told everyone I was dating someone called 'Itachi'. Most people who didn't watch Naruto believed me.
Now in high school I tell everyone I am married to him. They say I am crazy.
I played pretend with a fictional character so I guess its normal with a celebrity.