No, I wouldn't say you are losing it
...maybe depression since most games out right now have not impressed me or have not been very immersing for me. I have seen some people with attachments to certain characters, however, who sounded suicidal after the end of ME3
I couldn't understand it. Maybe i'm insensitive 
Anyway, I make it a point to not get emotionally involved in Bioware games as some writers have a tendency to send messages that I find personally offensive especially through romances, which is why i'll opt to avoid ME romances in the future. I'll have fun with the game but it won't impact my life. I'll let real people- family, friends, and colleagues- do that.
I do understand your point that games can cause some problems based on the attachments people have, these games are quite deep for me and it has changed how i perceive certain things. I personally dont think i'm depressed but i wont deny almost reaching that point since the games still continue to have that intense and emotional connections on each playthrough.
I've always believed dreams to have significance to something in life as well no matter what the content of those dreams are, so the most recent dream, for me, has actually helped illuminate a few things.
MEuniverse:
Yeah I had several dreams about Mass Effect. I remember dreaming being with Garrus & Wrex fighting a horde of synthetics (some of them were Geth, some of them were not) in uncharted world similar to Asteroid X57. It was so cool.
has Mass Effect affected me IRL?, yeah it has in two things:
1. I know this might be silly but Mass Effect helped me recover from a life threatening health issue.
2. I changed the way I see certain things in life in a better way.
Wow! I'm glad to see the game helped you out quite immensely, not silly at all! (In my eyes anyway
)
Jaulen:
I'll admit, ME got into my dreams.
Also, after I played ME1 and 2, just before 3 launched......I probably bored my husband (and everyone else I knew) to tears with talking about the game, characters, reapers, where I hoped game 3 would go....It's probably all I talked about until I finished ME3.
What did ME do for me IRL?
Got me writing. After the original ending of ME3 I was thinking, "Even I could write something that hole-ridden." So I tried my hand at it.
Other than writing two DA fanfics, I don't do creative writing. I'm a techincal/science writer.
...
Thats awesome the game got you into writing, i wouldnt be surprised if many people actually wrote their own ending too if they disliked what they got and thats good too as i think it got people thinking about the games more and the direction it could take in the next title too.
I do the same with my friends, talk their ears off about game mechanics of the ME series and what i think BioWare are going to do for the next title. Ultimately its the waiting game on that though 
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Wow, quite a diverse set of things going on with these games and others! Awesome stuff 