Fantasy character creation

Not sure how other author's feel but I feel a strong empathy for mycharacters. Somehow, they feel quite real. I wrote a short excerpt for Vastra calledVastra's Tale
http://davidburrows.org.uk/origines.html

This describes Vastra's ghost, wandering the world, seeking redemption bytelling his story of his betrayal. I felt sad writing it. It was almost as ifby telling his story Vastra was seeking forgiveness.

Perhaps in writing a novel, authors have a due care. Are we really creatingthose worlds? To me the people in my novel seem as real as any I have met. Iwonder if Tolkien felt the same.