Yes...especially in the story I'm currently working on. The characters are based off me, my friends and family, and my sister who was stillborn. It's really quite emotional for me.
Judges gonna judge.

Not yet.

When I make a character, I usually dream that I am that character, and then I make a story about my dream. Its really weird lol

Hell, yes.
There's a Pokémon story I'm writing at the moment and for once, I shall not upload it until I have fully completed it (since this will take ages, I'll probably crack and upload before then). But my main character, a Pokémon I may add since there are no humans in this, he's goes through a ton of crap. He doesn't deserve it but these things happen. But he will rise above it and be the Pokémon he was meant to be.
I'm so attached that Callisto has become my head-canon name for Oshawott in general; a name I gave in Black and Black 2...

Of course D; At least i now know its normal... >.<

Oh yes indeed. I know a lot of people just go out say hey this is cool' and just kind of force a character into existence. It's hard to explain to um... 'normal' people how a character creates themselves, how they have a secret past that you have to work out of them, how they can have different emotions. Fears, dreams, opinions. I think that going through all of that, or maybe it's just me, there's hardly any choice but to get attached to them in any way shape or form. However I personally have gotten to a point where I feel their emotions and have developed strange phobias because my characters are scared and if they were to get hurt, I literally feel their pain as well. I'm not entirely sure if that's normal or not but hey, it's my opinion.

I have dreams about my fictional characters that I created.

My character represent my hope and dream so it a part of me, well most because I created it when I was 2

If the creator of the character didn't pour their heart and soul into the character, the character wouldn't have much ... character. So yes. :'D

I picked the first choice but actually i myself have been created so...