I do mourn my characters. I wrote an essay once where I was sure that far back in a marsh there was a hummock - a little hill of hardwoods - and an old farm house, where all the heroines in my novels lived together with all my beloved dead dogs. I've discussed this with my therapist, naturally. He says it's okay in fair amounts.
Sometimes, I tell my wife I have to take a car trip and collect new memories - I like to drive around at absolute random for weeks on end through the United States and parts of Canada. Or else I feel trapped, like you feel when your life is completely planned for months in advance, and you think you're not getting enough oxygen.
We are delightfully trapped by our memories. I can't drink a bottle of Chateauneuf-du-Pape Vieux Telegraphe without revisiting a hotel bistro in Luzerne, Switzerland, where I ate a large bowl of a peppery Basque baby goat stew. A sip and a bite. A bite and sip. Goose bumps come with the divine conjunction of food and wine.