Bless your heart! I'm sure I worried my parents when I was an itty bitty . . . I didn't think I was invisible, but I had several "invisible friends" (one was Sherlock Holmes!) and I held voluble conversations with them in embarrassing places like the grocery store (or Sunday School). And let's not even start with the odd habits like sleeping on my closet shelf (or UNDER my bed), insisting on wearing my clothes inside out (it was to keep away fairies, the malevolent kind, but I don't think I explained that adequately to my mother . . . ), etc.
Fortunately we live in the South, we cherish our eccentrics, not as much as the English do, but more than other parts of the country.