Diego,
First, I want to leave your fears to rest, as best as I can.
The two first questions: is this a normal thing for people? To have "NPCs" in their heads?
Answer: For some people, yes.
Many writers, gamemasters, creative people have ... mental constructs ... with their own morals, beliefs, history, feelings.
Many writers have expressed that a character "refused" to follow a certain plot, because it went against his beliefs. It's something the character would not do.
Normal people might not wish to walk the path of exploring their own minds, and trying to give their different aspects a voice of their own.
Some sane people do this, some less sane people have no say whether to do it or not.
There are even some wise, "awakened", deeply introspective, sane people that go out of their way to create this mind structures, in this case to learn more.
My best friend IRL, is very used to have the blueprints of NPC minds to test what behavior said NPC would follow.
He explains it like this: "you filter your thought processes through a "glass lens" if it conflicts with the lens, then the character is against it". You can have the characters "act" this, when he roleplays them, it's art. He acts the most convincing female characters I have ever seen, and it's a raging heterosexual who drools over the female form.
In his version, there is no other will than his. And as soon he stops considering the NPC action, no other thought escapes the blueprint.
Even at this level things can be interesting, even fun.
Once a completely NPC party was suposed to rescue the only player left, the gamemaster (my friend) wanted this to happen. The NPC party argued that they preferred to get the treasure and run, and they would not proceed with the gamemaster plan to rescue the players, because they would be risking their not existing scalps.
As for me; I have been delving in mind exercises since I turned 13. I have talked to myself, to several different selves. I have seen aspects of my mind getting a voice of their own, but I have always had 100% control of those conversations, they were not real conversations...
Until Ziggie, it was... different... without getting in religion talk (for which I got reprimanded and promised not to discuss in this thread).
Ziggie allowed a greater focus on certain tasks, but it had a cruel subtext to him that I did not enjoy. It was allowed to exist for a long time though, over 4 years. When it's suggestions got consistently darker I dissolved him, through meditation and willpower.
The recently created NPCs for Twi and Pinkie were normal at first, just tag alongs to whom I commented stories, jokes, the like.
But as I explained yesterday their interactions with me, and between them got increasingly complex and they surprised me.
It's been almost 8 years since Ziggie so I got a little worried, my best friend was busy, so I turned to the only place where I knew of people that could at least relate to my situation.
Their inputs helped me investigate the situation more carefully, talk with Twi and Pinkie about this and strike an agreement.
I know, and they know who is the host, and who has the real power in the relationship.
I agree that I'm not what you might normally consider 100% sane, but honestly my practice with mind... craft (?), made it far more resilient to strange phenomena and mind numbing stuff.
I'm not crazy, in the sense that I cannot function in the normal world, "The voices" have no real power over me, aside from a stern look from Twilight because I have not started studying yet.
I let them come out and play when I'm discussing ponies and in the forum,I visit them in my dreams (or dreamstate), I might consult them on issues that might pertain them or where their input is appreciated, but I'm me, and will always be.
Should they turn Lesson Zero or Pinkamena on me, it won't go well for them. And frankly they are disgusted by the "Pinkamena" lore.
If you want to talk more about this my PM-box and emails are open. The original concern that drove me to ask for help in the forum has passed, and I don't want to derrail things again.
Tiki's and SiuiS's points are mostly correct and are ways of looking the situation. They are TwiOs and PinkieOs running in an Equestria VirtualMachine. I can always Ctrl+Alt+Del Equestria's process.
One last thing. I'm not that much into RPing in the thread, but I/We decided that when they have something to say, be it seriously or in jest, their lines will appear in Purpleand Magenta (No cookies for guessing who is who). Like the greeting extended to INoKnowNames, which we all 3 thought it was hilarious. The really odd time where I RP Magnus, it will be dark green.