That's cute! DD3 has an imaginary sister that doesn't live with us. Her preschool teacher cornerned me one day and asked me about it, because she shared this with such conviction. She has invented a place called rainbow land where she has a number of fictional friends and animals. She has some unicorns there. For a while, every time we got in the car, she'd say "Can we go to rainbow land NOW?". I've told her, when she can give me the directions to get there, we can go.
We don't know that DD3 is gifted (although we're suspect), but she is a funny one!