Your invisible playmates? The ones who whisper to you in the shower, staring out the window, as your dreams fade away... Tell them I said "hi."
Ask them if they wouldn't mind your sharing some of their stories with the rest of the world.
Treat them nicely. Sometimes they'll talk back to you, sometimes they won't. But trust them to be on your side. You'll work things out eventually, so much so that suddenly other people will be able to see them. To care about them. To think of them as real-life.
I used to just sit down and start writing a story without any idea of who the characters were. No, that's not true. I knew who I thought the characters were. I just didn't know who they thought they were. What they think is really more important. It can be frustrating to have a character not act or feel the way you expect, but it's a good sign that you're getting closer to someone who's fully realized. Be flexible and open to researching to fill in your knowledge gaps.
These days, I do a lot of pre-writing writing. I interview my characters. I ask them to write letters to me. I ask them to write letters to each other. You'd be surprised how much you can learn about your protagonist from his best friend or his worst enemy. Increasingly, I've been going even farther than that. Attending open houses in neighborhoods my characters might live. Picking out clothes and jewelry for them. Flipping through magazines to find pictures of people on which to base their physical appearances, even walking through the streets of Austin, camera in hand.
You never know who you might run into.