I didn't have any when I was little, but I had a few when I was about 12-13. I can never just do anything the normal way.
They were human teenagers, but they were time-travellers (and one was actually an alien, though his parrot was from Earth!). I do call them IFs even though I knew they weren't "real", but I talked to them in my head, rather than talking to myself. It was just a way of organising my thoughts, I guess.