my son will complete 4yrs next week. he is the only child. whenever he plays at home...he is talking to another 'imaginative' child and having a good talkative conversation. do i need to be concerned?

My 4.5 yrs old gal is having imaginary friends too! She will talk to them as if they are really there. They have tea party, birthday celebrations, choosing clothes to go out and even putting on make up tog. At one point, my hub and I were so scared until she told us, that she is only pretending and knew there was no friends there at all. I think is she wishes for more friends.