I have my own imaginary world in my head?

I'm usually at home, and when i'm not, i'm at school. I like CONSTANTLY day-dream and it's usually about people I made up. More specifically, 2. I made up 2 guys, Brayden and Chris. And yes, they both have their own styles, eye color, hair color, everything. It can change depending on what "universe" they are in. For example, they could be in the Glee universe where Kurt Hummel actually exists and isn't a character on a TV show. I usually drift of into this world when I'm really bored, or usually when I'm listening to music (as Brayden is a singer). I remember, a few years ago, I would just make up people, and for a few days, those people would be there to get me to bed (yaknow, with their banter and made up situations and all). I guess one night I really thought "Hey I should make some people that will actually stay for a while!" Anyways, in my mind, It's like Brayden is me, only as a guy. And Chris is the best friend I have always wanted. So, is that weird that I have that whole world just to escape? Or is it that I just need to find a friend that may be impossible to find?