There's something special about fiction in that regard. It shows the supreme power of human creation. The things we make change real life. It's easy to understand that when looking at tools or furniture or major inventions like the printing press. But imagine cartoons like Looney Tunes. They changed the world in a massive way, too.
And beyond that, you don't need to change the world to affect lives. You could write a poem or a short story that one person ever reads, but it will affect that person. Maybe it won't even cause a permanent change, but it will have some effect. They may have a new thought, or understand an old one in a new way, or it may reinforce what they already know. They may use a new word or say something uncommon to them.
Characters that only exist as ideas in our own heads can change us as much as flesh and blood human beings, sometimes even more. It is an incredible power to be able to wield. Use it responsibly.