My children don't have imaginary friends (there are enough kids in the house to keep each other occupied, I guess LOL). But, I remember my parents telling me I had an imaginary friend when I was little. And I even opened the car door for her, while it was moving, because she had to get out and go somewhere (this was before the days of carseats!) Fortunately I survived that little escapade, but kept up the imaginary friend thing for quite a while. No, I never took her to school, so I must have given her up before I turned 4, and I'm basically normal now (as normal as anyone with four kids under the age of 6 can be
)
I think it is a pretty common thing; wouldn't worry about it.