are these things i see and hear wrong?

Okay. I don't know if this is bad or not since my late teenage years I started hearing and talking to a few people that I "know" aren't there. I'm well aware of that fact but I can't help myself. I'm careful to never do it in front of others but I have silent convesatiins with them if there are others around. They are not bad but are actually very good. One figure in particular is like a guardian angel of sorts that comforts me when I'm sick or depressed. This has happened the most in the past 7-10 years but I have never talked about it with anyone because I realize they aren't real logically but at the same time I don't want to acknowledge them as being fake because the thought terrifies me, not because I'm afraid I'll be crazy but because I'll feel lonely. They are always with me even when I am happy or in a relationship. I've never really given them much thought because it has never done me any harm. Is it mental illness or a desire to not be alone?