Dream People

Characters in fiction are imaginary. Now extend the fact that characters that are imaginary within a work of fiction, and you get Dream People. They might be inhabitants of Dreamland or hallucinations, but that doesn't mean they don't have hopes and fears. If the real characters know about the imaginary nature of the Dream People, they may or may not stop caring about their well-being.

Ghosts are a separate trope.

Virtual entities are covered by Projected Man and Digital Avatar.

Compare Imaginary Friend, Intangible Man.

See also Dream Land, Dream Apocalypse.

Anime And Manga

 * Most of the in Mahou Sensei Negima. Revealed when they start getting erased.
 * The inhabitants of the Dream Land in Paprika.
 * Possibly the Ijin in Read or Die. Either that or they are clones.
 * Princess Adina from Yu-Gi-Oh!, as well as the other inhabitants of Simlow.
 * In Fairy Tail, ends up being an illusion caused by Roubaul.
 * Ninja Ninja in Afro Samurai.

Film

 * from A Beautiful Mind.
 * Inception: The projections of the characters' subconscious in the dreamworld. Maybe.

Literature

 * Edgar Rice Burroughs' Barsoom novel Thuvia, Maid of Mars: The inhabitants of Lothar are able to mentally create illusions of the ancient warriors of the city. One of the warriors is created so often that he becomes real.
 * In Solaris, the mysterious "visitors" that appear on the ship are doppelgangers of the crew members' loved ones.
 * An Elegy for the Still-living: The entire cast, arguably even including Francis.

Live Action TV

 * Arguably, Harry Morgan in later seasons of Dexter, since the resulting Dead Person Conversations are more to different aspects of his subconscious than the actual people themselves.

Tabletop Games

 * Manes in Genius: The Transgression are the inhabitants of pocket realities called Bardos. They're rather fragile outside Bardos.
 * Changeling: The Lost likewise features Incubi, ranging from simple "background players" to more aggressive concepts, such as Succubi, Night Hags, and a sentient play that convinces the actors to kill each other in a fit of jealousy.

Video Games

 * In Dragon Quest VI, the inhabitants of the Dream Land.
 * in Final Fantasy X.
 * from Earthbound Zero.
 * In The Legend of Zelda: Link's Awakening, it turns out that Link is just a dream of the Wind Fish.
 * Agent Francis York Morgan from Deadly Premonition has an invisible friend named Zach. Zach acts as a stand-in for the player; whenever York addresses Zach, York is speaking through the Fourth Wall. The in-game explanation is a bit more complicated.

Web Comics

 * Zimmy's mental constructs in Gunnerkrigg Court.
 * Disconcertingly, they're not quite people; their faces are scribbles that vaguely resemble QR codes, except not.
 * Ninth Elsewhere: Carmen's dreamscape is inhabited by figments, each of which represents a different aspect of her personality.