I made a realisation today (I think)

As some of you might know, I have imaginary friends.
However, I know they're not really there.

I think it's simply my way of entertaining myself with stories and daydreams, except I pretend they're real when in a safe place to do so.

Should I mention this to my therapist?
I never spoke of that part of my world with a therapist before, so it's scary. But I feel like they might have some good insight into why I do this.