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Philosophizing from the beginning: what makes something real? What even is reality?
Something is real to something else if it can affect it. My desk is real to my fist because it absorbs the energy and brings my hand to a stop, also causing a noise from the air particles disturbed en masse. El-ahrairah is real to Fiver and Bigwig as a mythopoeic hero / rabbit celebrity, and Fiver and Bigwig are real to my imagination as well as to my list of well-written fictional characters.
A reality is an arena within which some things are mutually real. Our physical reality is a shared nonfictional physical reality. Our logical realities and emotional realities are often treated as if they're consistent with a universal underlying logical reality or emotional reality too, when in fact they're just inside our own minds.
But hearts and minds affect other hearts and minds through communication, and so they are real to each other (in large measure).
Treating reality as relative seems like it could solve a few philosophical problems. That is, instead of "is X real?", ask "is X real relative to Y?" (For backwards compatibility, "is X real?" will simply be a shortcut for "is X real relative to the person asking this question?")
From my perspective, characters in a story are not real. From their perspective, I am not real. Characters from the same story are real to each other. Where "real" means "can interact physically (or whatever is the local equivalent in case of a fictional universe".
This also fits the question with Many Worlds Hypothesis or Tegmark Multiverse. For example, alternative Everett branches are not "real from my (in this branch) perspective", but the situation is symmetrical.