Creepy

Even though I understand that imaginary friends are normal for small kids but experiencing it is a totally different story. I am not sure if I being a Chinese has anything to do with the paranoia. I have always welcomed Jerilyn's resourcefulness and creativity in pretend games and sports. She sees dinasours and dragons while driving using the pillow and bolster. She pretends to make a drink(a cocktail I presume) from an imaginary machine. She uses cushions and pillows to skate. She slides down anything which is 30 degrees and above. She uses her 'toy' golf club to play snooker, hoki, baseball and golf (of course).
However, I feel awkward when it comes to imaginary friend. It happened 2-3 times before this but what happened yesterday gave me the goose bumps.
I was putting Jesslyn to sleep when I heard her talking downstairs. I thought she was talking to herself or the maid. When I came out of the bedroom, she was still talking as she walked up the stairs. Upon seeing me, she looked to her right, pointed at me and said "Call Mummy." Looked left, "No, not Jie2. Mummy....." Looked right again. "Call Mummy ar." I am not kidding that my hair stood a while as I am writing this. To some, this may be normal and there is nothing to be concerned about. To others, you may think that I am exaggerating. However, this incident gives me the creeps. My sister and BIL suggested that if this happens again, I could ask her who she is talking to or ask her to introduce her 'friend' to me. Yesterday, I only pretended not to hear her and walked down the stairs with her. However, as I was going down, I was very conscious (in case I knocked into anything).