@bluntness100
OP are you bored or unhappy? The fact you're so engrossed in having another life, that you act it out with voices, when alone, would say to me you don't like the life you have.
Is it odd. Yes. But I'm not sure it's harmless imagination but more a signal you want more, to be successful, to be important, to be talented, to be desired, and as your needs aren't being fulfilled in real life, you escape into a fantasy world.
All of this.
I think it is a sign of an unfulfilled life, dreams underachieved and a lack of contentment. And the fact that some people admit to fantasising about having sex with/an affair with someone famous, and having conversations with them, (doing both voices!) shows that their relationship with their partner is not great either.
People can deny all they want, but regularly immersing yourself into a world where you are someone else, and have a different life, (and play various roles where you do all the voices,) does not shout 'I am a secure, happy person who is happy with my life, and relationships.' It's very odd, and is a sign of someone who is bored and unfulfilled with life.
People can blather on about how 'it's WEIRD how people are getting so affected by other peoples lives' til hell freezes over. I (and others) are entitled to our opinions, and to post them on here. If you don't like the opinions, tough shit.
@Weebo
Bluntness, does that mean everyone who belts out 'Hello' in the shower has a deep, unfulfilled longing to be famous and talented like Adele? That they dislike their life?
Of course not. They are just singing.
That is NOTHING LIKE what the OP and a number of others have been talking about though IS it? They are talking about fantasising about a completely different life, where they are with different people/a different partner, and they have the career they have always desired. Which, as I said, indicates they are not happy with their life...
And as I said earlier, it's a very odd way to behave; fantasising about being in a relationship with a famous person, or being an Olympian getting a gold medal, or being a pop star who is winning grammys, and living that 'other life' in your head, especially when you are doing all the voices of all the other people, and talking back to yourself! 
@BurnThisDiscodown
I read a lot of fanfiction and if one grabs me I daydream about it but with me as a main character too. They are quite involved, my longest running one I met, got married to, and had children with a famous actor. I've always daydreamed a bit, usually what I'd say if she said that/this thing happened, but I think it got worse when my marriage started going down the pan.
This ^ As your life and marriage got more shit, fantasies about a better life/your dream life got bigger.