In early childhood, before they are even old enough to make real friends (and sometimes even after that), your character may have created a friend from their own imagination. If your character had an imaginary friend, what was their name? Describe what they looked like. What kind of adventures or misadventures did your character and their imaginary friend go on? Was this friend caring and nurturing? Or did they create tons of chaos in your character's life (e.g., Drop Dead Fred, film, copyright 1991)? Or maybe it was a mixture of both? When and how did this imaginary friend exit your character's life? Or did they stick around as an ever-present lifelong friend or co-conspirator?
Or maybe your character has followed in the footsteps of Deadpool (Marvel Comics) or the Joker (DC Comics) and realize that they are just characters and their imaginary friend is you the player. This gives new meaning to the phrase "talking to yourself." This interesting spin on imaginary friends allows you, the player, to more exquisitely explore the life and psyche of your character from within their world. Make sure to check with your DM/GM to see if they will allow this possibility within your game.
But to make this more interesting, what if you (the player) are your character's imaginary friend, but you have no idea that you are, and your character just happens to hear your voice (and only your voice - not the other players) and this causes them to make very interesting choices within the game's world, not actually knowing that they are just a playable character within your game. Congratulations!! You just became your warlock's patron.
Mike Drop! Mind Blown!
Regardless of how your character came to have an imaginary friend, it is important to look at the impact that that friend had or has on your character. If the friend was nurturing, did they help your character through a bad time or maybe keep them company when they had no friends? If the friend was more chaotic in nature, what kind of trouble came into your character's life because of the friend? Or maybe the imaginary friend was a good deity or evil fiend and they were steering your character in a certain direction for their own means or enjoyment. Make sure to tell your DM/GM about this imaginary friend because it can lead to some very interesting storyline escapades within your game.