Oh my. I honestly thought I was alone with this. I always had a very vivid "imagination", it was amazing as a kid to be able to feel like you are directly in the world you are reading about. (I was quite the bookworm in my early years, I would read every minute of my free time
) To get to the point, if you think something is wrong with you for such a vivid experience when writing/acting/reading etc, I guess sonething is wrong with me as well.
I might not see it as extremely vivid as you do, but I do feel, see and sometimes even smell when I'm connected to my writing/world and in the "writing headspace" how I like to call it.
I would explain it like a slightly grainy movie in front of my inner eyes, sometimes it's more blurry and sometimes it's perfectly clear and everything feels like I am present and experiencing everything through my main character's eyes. I do rarely get smells as well but one time I remember literally being stunned when smelling the brewing coffee in one scene of my novel, I believed the smell was real for a moment so I even went and checked if someone made coffee in my apartment.
I think this experience is a special amazing thing both as a writer and reader.
Though I do have to say, at first everything I experienced was in German (my native language) but some years ago it switched to English, like the conversations of the characters etc. Now that I think about it, it's quite astonishing how my mind switched the "imagination" language to what I prefer more.
Either way though, as much as I love this "ability" (can you even call it that?), personally it gives me some troubles with writing. I can feel the pain, sorrow, emotions as well as see everything in front of my eyes, but when it comes to putting it down to paper in a way that does the experience justice is hard. Very hard. For some reason, sometimes I find myself staring at a blank document trying to find the right words to describe what I "imagined" but no matter what I write it ends up not feeling right or not fitting well enough for my taste. That might just be me though. It's frustrating but I hope with more practice and experience in writing, I will be able to ease down that struggle in the future.