I need help.
Do you think it is normal when my son keeps talking all the time with his imaginary friend. Even when I am in the room he does not speaks to me but to this friend.
He talks about all I am telling to him teaching him to be a good boy.
Is this normal

Here is just my humble understanding from learning from books and workshops of Dr. Aldort.

Talking to himslef/his imaginary friend, is not a problem. But, not talking to you, and talking to his imaginary friend about your "teaching" sounds like a problem.

I think he is stressed out by your expectations of him to be good and feels no freedom to be real and natural.
He does not feel free to talk to you. Maybe you judge him or he just doesn't feel safe.

I would suggest that you loosen up with the "good boy" stuff and allow him to be a child. Love him and accept his behavior that is natural to children and is not always "good" by your ideas. Children must feel free to be children, loud, messy, rough, silly... and they must explore freely and not be burdened by expectations than cannot live up to.

I learn a lot from books. Study books that help understand your child. Raising Our Children, Raising Ourselves, Your competent Child, Unconditional Parenting etc.