[Continued from >>59]
And it would probably be easiest to make up a person who lives in the real world, or an identical copy of it, rather than a whole imaginary world. The latter would probably be more of a challenge, but it can also lead to inconsistencies or having to stop to think things up when you're talking to her. It could also create a culture gap between the two of you; since you're from different worlds, you probably wouldn't have a lot in common. So it would be much more feasible if she lives in the same world as we do.
It may also help you to adopt a philosophy on daydreams that helps avoid obvious reality paradoxes. I personally think of dreams as embedded realities, worlds within our world. It's a fiction on our level of reality, but within their reality, everything that you decide to be "canon" is real. And when you learn to sort of "go with the flow" of your daydreams, it doesn't seem like you're behind it all any more either; it becomes a real world on itself.
Within your fictional world, at that lower level of reality, people can also think up other fictional worlds - fictions with a fiction. It could go on like that forever, at least in that direction.
(And who knows? Maybe we're part of a fictional world too. Maybe we're all characters in a grand work of fiction by God. Who, in turn, could also be a fictional person of a dreamer in yet a higher level of reality. That way, it could go on forever in both directions.)
Another thing. What people generally think of when they think of imaginary friends is kids talking to empty chairs and the like, pretending the imaginary friend is really physically there, but invisible and inaudible to everyone else.
Personally, I feel awkward when doing this. And it takes me much more concentration to keep it up, since talking to thin air makes it all the more apparent that you're not really talking to anybody. The thought "what the heck am I doing" would keep gnawing at me. So I hardly ever invite her into my own native level of reality. Instead, all interaction between me and Vanessa, and any other fictional person for that matter, happens in daydreams.
So, there you have a number of tips.