It can be a powerful and intense experience writing characters. You spend a great deal of time inside people's heads during the most pivotal times in their lives. To spend so much time and energy creating them and making their lives and adventures, it can be easy to lose yourself in those characters.
It may not necessarily be a bad thing as far as writing goes. It's certainly a sign of a thorough understanding of your characters. Just make sure that when you put your pen down, you can return to being yourself.