The thing is, even though they're my characters, and even though I had a plan for the story when I started, the characters develop as you're writing (if you're doing it properly). There will be things that occur to you in the middle of nowhere that would be perfect to include in a character's past, or opportunities to do things that you hadn't anticipated when you did your outline and planning. Once you start adding all of the other things, it doesn't always work for your character to do what you had wanted him/her to do. In fact, in some cases, it makes no sense at all.
I don't believe that my characters are real, they're realistic. I don't 'hear voices in my head.' I do, however, occasionally hear myself writing in my head. I imagine dialogue, I see scenes unfolding. I'm not crazy... I think. I'm just a writer.