I did as a child, between the ages of four to six. There seemed to be people in my world (not just 'imaginary friends, although I had those too) and events which my parents couldn't understand or explain. In fact, I was sure I'd seen a spaceship in the sky from 'another place' (We had no TV and nobody spoke about them in those days) and could describe the 'passengers' on board. My mother was a bit scared of my pronouncements, but my father told me I was imagining it all and got quite cross!