I've never developed a crush on a fictional character. I personally find it rather strange and I don't understand how people can fall in love with a fictional character. I also notice that it can lead to problems, like them becoming so obsessed with a character that they complain when the company pairs that character up with someone. A friend of mine, years ago, had a crush on a Disney character and when that Disney character got paired up, she was tempted to go down to the movie studio and complain.
Now am I saying it's wrong? Not really; it's just something I find odd and, no matter how hard I try, I really don't understand it. If you have a crush on a fictional character, fine, I can't really change anyone's mind nor do I intend to. The only thing I would say about it is don't take it to extremes; don't feel like the studio cheated you out by pairing the character with someone else, or has the character die as part of the story, etc. Remember that they are not real; they are fictional characters that do not belong to you, and understand that something that you do not like may happen to said character.