EDIT: Also, I would argue that fictional crushes and celebrity crushes aren't really the same thing. All you can know about a celebrity is their image, and so the closest thing to a relationship you can have with them is likely to be your own imaginative construction (not to shatter anyone's dreams here, guys
). You don't know anything about who they are, just who you'd
like them to be. With fictional characters, on the other hand, you really can get inside their heads. You can follow their experiences, thoughts and development, often over a long period. Most likely you know their interior life better than you know that of a person you've got a crush on in real life. It's impossible for a fictional crush to be entirely physical, as celebrity crushes are - there has to be some element of admiring the character's personality as well. So really it makes more sense to have crushes on fictional characters than on real people you don't know anything about.
Also, this kind of reaction to a character is part of the novel-reading process. Most novels encourage readers to be attracted to their characters, and in some novels you could argue that it's the author's intention for you to fancy their character - Jane Austen
wants you as a reader to find Darcy attractive, because otherwise you don't get why Lizzy likes him. L.M. Montgomery
wants you to find Gilbert sweet because then not only do you understand why Anne likes him, but you accepts the message she's putting across in the character (he's self-sacrificing and loyal => self-sacrifice and loyalty are good) and you get emotionally involved in the plot because you want Anne and Gilbert to get together. If you don't have strong reactions to the characters, the author's failed to make you believe in them.
It only gets a bit dubious if you know it's against the grain of the novel's intention - as it is with Narnia, I'm afraid. No way did C.S. Lewis want little girls to fall in love with Caspian! But as any lit student will tell you, reading against the grain is seriously fun
And as I said, we're only kidding. I didn't mean to write such an essay... but I gave this some thought because it's such a common reader response that it's not really fair to see it as an abnormality, Janny