I've managed to combine my gaming and writing recently. It's hard to explain, but I use my writing to generate the setting for the game, then use the game to generate plots. Hopefully I'll be able to come up with some marketable games that way. Sigh. It's twisted enough to have crushes on fictional characters (mmm, Faramir...) but on your own fictional characters? That's kind of squicky!
Believe it or not, from people I've talked to, it happens pretty often among writers. I guess that makes sense if a character represents the writer's romantic ideals.