Its called soulbonding and its a strong mental and emotional connection to a fictional character. Basically fictional characters come to live in your head and talk to you and do and say things out of your control. You may have the experience of seeing the world through their eyes, hear them comment on things, hold personal conversations with them, or simply be aware of their presence beside or within you.
I have 18 soulbonds myself and I've been soulbonding for 15 years now.
Not all soulbonds live in your head, but for most soulbonders, they have an inner world or headspace where their soulbonds live.