Prayers for you and your son. Remember children do have imaginary friends, which means they can also have imaginary "enemies", and they can be very scared of the dark. But children can also "see" and "feel" things adults cannot. Their brains are wired differently at this age, and not all the connections are complete yet. But I agree with those above, keeping Jesus in the home, reading the Bible with him, praying, saying grace at meals, making God a part of your daily lives so he knows God is always there. All children need to grow up with God in their hearts and minds.
My daughter, when she was about 3, would pretend to talk to her Uncle Doug on her play phone, and have complete conversations with him (She'd talk, wait for his response, talk some more,...). The funny thing is Uncle Doug is someone she rarely saw, (we spent much more time with his wife, my sister,) but her play phone conversations were always with Uncle Doug.