Not strange at all, in my opinion. I write novels as a hobby, I usually have full-length conversations with some of my characters. Not necessarily as a conscious, but moreso as people to argue with when desperately bored.

Yes, yes.

Ever since childhood I always had these "companions" that gave me advice and encouragement in everything. They've always been there, for the longest time being very active and at some occurrences even "taking over" completely when I'm in a very difficult situation (like pilot change or something ololol)
It's almost as if they are different personalities, but they aren't. Can't explain too well.
Basically, they are their own persons, have their own identity, their own pasts, anything a normal human being would have and feel. They all react differently to a certain situation, so it's good practice for me to analyze what the next best step would be. Almost like chess, haha.

One of those "companions" is Snow, name I have adapted as my own nickname, after her telling me that I would feel "more stronger and confident" when people start calling me that. True to her word, I started feeling like my own person, having my own identity... again, hard to explain.~

Hmh~ as for YN-related characers, it's Madotsuki, but she doesn't talk much. Whenever I go biking she comes with me and we end up in the most impossible places.

Also, don't feel weird or anything for having a "companion", rather be proud of it! It means something in you is so very very clever that it wants to help you out and bring out the very best in you; the goodness in you.
Except when it's some kind of Toriningen, man must be harsh to be stuck in your own mind