Is it normal that i always think friends and family are secretly watching me?

Okay, I know a lot of people asked this question on here but I need a serious answer. I have always been real shy and timid. So, as you can imagine, it's hard for me to make friends and maintain friendships. I guess I could be considered a very lonely person. But, ever since I can imagine, I would pretend that certain people ( usually love interests, my family, movie characters I admire..) are watching me all the time. Not in a creepy way though. It's always as if their seeing what I will be like in the future, like i'm in some weird sci-fi movie. It's comforting but their are times when I don't feel safe. Like, I'm wanting privacy but in reality no body's watching me. At those times, I don't realize that I'm having these "delusions" and I try to "hide" by going in my room and turning off the light so they don't see me.