Oh yes. I get terribly invested in characters--used to "fall in love" with them as a kid. One of those crushes lingered for years. Also intensely invested (though not in love with) my own characters, especially the ones who walked into dreams and then walked out into the storyverse. (I'm sure what that means is my subconscious cooked them a little longer than the others, or maybe they function as archetypes for me.)