Imaginary friend's are often used as a coping mechanism by childre for dealing with psychological abuse, and often they continue well into adulthood.
The fact you can differentiate between delusion and reality when it comes to the imginary friend's is indicative that you don't have any underlying delusionary disorder, such as psychosis.
I feel bad because I know it's abnormal. Should I seek help or is it harmless?
If it's not causing you any distress then I wouldn't bother seeking any help, but if they're causing you problems then you may want to get some proffesional help if you so choose.
As for them being 'normal' or 'abnormal', I wouldn't spend to much time labelling them as such, anything that deviates from average is labelled 'abnormal', so I wouldn't worry about that.
Everyone has their coping mechanisms. I don't think there is anything wrong with imaginary friends, as long as they don't interfere with your life. Like said above, if it bothers you then seek help but if not then i don't see anything wrong with it. You would be surprised at how abnormal normal people really are. ;)
It sounds odd. You don't acknowledge these imaginary friends around others do you? What you do alone is your business. At least we jmo you're not SZ. Cause after talking to yourself for so long.. hey do your imaginary friends have different personalities?