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It's normal, but it CAN BE harmful if it's not channeled into creative outlets. A lot of writers do this, and Bonbi's affinity for fanfiction might indicate she has a niche for wanting to do it as well. In fact the whole origin story of the term "mary sue" originates from someone that adapted this.
For positives you need to move on from another person's fictional universe and create your own. universes that are created from this are called "Paracosms" in which you play scenarios and history. This was originally what Middle Earth/Lord of the Rings was created from.