Emotional investment in characters

I'm coming to the point in my writing "journey" now when I will be required to make a very important desicion. I've had a group of friends for nearly six years now, friends who I know very well and who have accompanied me on adventure after adventure, travelled with me for miles upon miles across a perilous and mysterious yet exhilirating world, fought with in battles and encountered characters who were villainous and manipulative, kind and loyal, enigmatic and untrustworthy and many more besides. I've shared with them their emotions, been there with them through the misery and the laughter.
And now I'm preparing to kill one of them.
I think any author who spends time writing for a length of time with a specific character or group of characters, has a certain amount of emotional investment in them. I don't think anyone who isn't a writer could possibly understand how a person could care for someone who isn't actually real. It must seem incredibly peculiar to some people. But if you don't care about your characters, then you'll find yourself disinterested in the story you're writing and this will show through.
I know my characters as well as I know my closest of (real) friends. I know trivial, intricate details about them that are sometimes completely irrelevant or not included in the story. I join them on their latest escapade every time I sit down to write. They're always there when I need them, if I've had a hard day and want a little escapism, I know I can open up that document and dissapear comfortably with some old friends for a while.
I've even had daydreams where I've thought how it would be if I was somehow transported to this world of mine and interacted directly with them in reality (the crazy imaginaton of a writer, eh?) but these little daydreams, these trails of imagination are evidence of what has driven me onwards with this writing project, what has kept me going, kept me interested kept me emotionally invested in both the characters and the world in which they inhabit. A writer should not be ashamed of thinking this way about their characters because it is all part of the process and makes for an imaginative and creative tale.
Many readers are emotionally attached to characters in books and feel a sense of loss and sadness when one of them is removed from the story. When a reader feels this way about a character, you know the writer has invested their emotions in them, that they have achieved what they aimed for, a memorable character.
So, when I sit down on that fateful day to bring an end to one of my characters, I will doubtlessly feel at a loss and in a way, mourn their departure, but at the same time can feel proud of my work and know that it was a difficult but nessecary measure that made my story all the better for the reader.