Therein lies some of the arguments regarding thoughtforms.
The truth is that some people may experience aspects of their subconscious filtered through their own notions of a fictional character. There are many who believe that the Goetia are not actual spirits, but that a person merely puts themselves in a state of mind to contact an aspect of their own mind.
It all comes down to belief, and not fact.
At what point does a fictional character become a shared thoughtform, basically a mental construct shared my more than one person -- an egregore? A very easy example could be made of so many insanely popular cartoon characters. There is a consistent lore from whichever show, a known appearance and personality, sound of voice, a set of morals, and more. The characters can be incredibly complex, with at least most of the aspects which people will give their own servitors (or I guess at that point, tulpa in the sense of having its own sort of autonomy).