Is it normal to love someone not real?

This is how it all started...
I had sketched out something I had merely seen on a bus seat, which actually turned out looking alot like an emo boy. So later I looked back at the sketch and gave him more details. Now he had very... Odd features. Nothing sexual or anything, but he had a weird appearance. If he wanted to, he sprouted wings and a devil tail. Even horns and his teeth became jagged when angered. But I liked this about him.
Soon I came up with his story and everything. His life, family, even his attitude. I even gave him a name. Spawn.
But his life was mere blood stains and abandonment. He had no parents and no friends. No home or anything to do with his life. So I had dreamed I had taken him in and soon began to fall in love with him. But he didn't love me back. As I said before, he had his own feelings. So then I began visiting him in my dreams. But one night I had dreamed he had tried to murder me. I hadn't done anything but stand there, but he didn't hurt me.
Then things got really awkward after that dream. I still love him, but I know it's not real. I can't help but feel sympathy for him and at times I feel like he's actually here, and following me. Is this normal?
(Gawd, I think I wrote a story.)