hobbs001 at 2013-03-21 19:19:58:
'Imaginary companion' the obvious choice for me too but could be made more interesting if it's a character somehow connected to the Protagonist's past/present, and they have a running dialogue which illuminates character traits/conflicts etc. You could introduce them for real towards the end to considerable effect.
Another risky possibility is have him talk directly to camera - the audience as the 'imaginary friend', but make this clear immediately ("I know you don't exist but I'm gonna talk to you anyway" etc.). That opens up another line of possibilities depending on what comes later. Good luck!