Is it weird that I do this?

I am fifteen years old and have an imaginary character (not really a friend) whom acts like a conscience, he pops up every now and then to mentor me, tell me which the smarter idea would be when I'm faced with a situation. I have him so I don't feel like I need to have any real responsibilities for the actions I just take, when I need to make an adult-like decision I just let him pop up and tell me what I should do. Don't worry, it's not like he go's all "burn down the building" on me. Do you think it is weird that I have this going on in my life? Should I see a counselor or "shrink"?