Kochie, you can use Luna as your safety blanket for a while but get help, and I don't mean the help that imaginary creatures or other people give you, you can't just stick with Luna forever, seek help on your own, discuss the problem with someone you know you can trust, one day in the future you'll be on your deathbed and it would be disturbing if you were still imagining Luna at that point.
If I make a tulpa, I'd probably make it a fluffy pony, it would be too dumb and small in my imagination to actually control me or get me into some super-creepy loveual activity, but it would be still amusing.