Hugs of Sir Manys

He does - the belief of his faithful makes him real. At least that's how I think it works.

So basically if I start imagining my girlfriend she too will start to exist?!

I'm afraid it's not that simple. Some schools of Magick propose that the person's will, channelled with perfect focus, enacts changes in Spiritual, Astrial and/or Material Plane. A billion believers will be enough to form a spiritual entity, but your plan is kinda impossible.