Imaginary Friend?

Skylar has made a new friend. She told me the other day that she has a ghost friend, but she is a nice ghost. I asked if she was an angel and Skylar said, "No, just a ghost, but she is nice." Skylar proceeded to tell me all about her new friend. She is three years old, almost four. She has white hair, wears a white shirt, white pants and a white hat. She lives in the ground, somewhere in Las Vegas (she wants to show me where next time we go visit Sarah.) She is not sure how she made her home in the ground, but she knows she lives under the grass. I asked Skylar what her name was and she said she didn't know. I told her to ask her the next time she saw her. She asked, and her friends name is Sky. Skylar told me that Sky comes to sleep with her sometimes and the nights that she does, Skylar does not have nightmares, but when she doesn't come she sometimes has nightmares. Skylar also said that she comes at night most the time, but sometimes she comes during the day and then they like to talk and have races. Sky also likes to make new friends and read books. She has a ghost bike that she rides when Skylar rides her bike. She also likes to play with her dog named Annie.

I am not sure when or why Skylar has created this new friend (because the new baby maybe?), but she has been talking about her for a few days now. It has been fun to talk to her about it, because she has so many details. Has anyone else delt with imaginary friends?