Having an imaginary friend is a completely normal thing a foal can have.
"Like me!"
But a voice in your head that doesn't know when to stop? That is not normal.
"At least your filly days are not boring!"
At least he teaches me how to read minds and hopefully other mind tricks. Then maybe I'll keep him around.
Disclaimer:
The MLP: FiM universe and characters used in this story aren't subject to being canonical to the show's story. It is a pure fictional fan-made story using characters and locations from the show.