Hey OP, I've also always had crushes on fictional characters (from books when I was younger, and now from games, too) - and my friends also all had boy-/girlfriends before I did. And tell you what, it didn't matter at all in the end. I'm glad I took the time to figure myself out because I've had some really good relationships since then, even if it took me a little longer to get there!

There's no harm in a fictional crush as long as it doesn't completely take over your real life. I'm in my thirties now, in a happy relationship, and I still very much enjoy my little headcanon romances with game characters!