The time of year for such a thread but anyway...!
My DD is now 6 but when she was just 2.5/under age 3 she had an imaginary friend called William. Very young to have an imaginary friend IMO. For a period of about 3 weeks she spoke to William, 'read' books to him and if we were in the park she would stop and say 'C'mon William! Hurry up' whereas she was talking to thin air.
All very normal imaginary friend behaviour.
But one evening around this time, I asked her where was William? I was kind of joking. I remember we were sitting together on the couch before bedtime and she said 'William has gone to college where he lives'.
Turns out my husband's grandfather was called William (they called him Billy) and he worked in the accounts department of a university.
I asked her about him the other day as was thinking about it and she said she often talks to him at bedtime of if she's worried about anything. She's a happy, sociable and clever child so don't think it's anything to worry about.
But I just think William is a name she didn't hear in crèche, or in stories and I didn't think she knew the word 'college' at that age.
Her other imaginary friend was called Alice. I thought it was from Alice in wonderland but (chillingly) my husband's granny was called Alice! 
Sorry to spoke you out mumsnetters. Am I filling in gaps or AIBU? Love to hear your thoughts!