In general, having a crush on a fictional character, not just anime but pretty much any fictional character, is fine, as long as it stays as a fantasy and nothing more. Obviously, getting obsessed over something is quite different and a sign of a troubled, to say the least, mind. However, what you're feeling is perfectly normal and pretty much any guy, or girl for that matter, will probably have had a crush on some character from fiction at some point in their lives. I'll admit personally to having a slight crush on Rikku of FFX/X-2 (yes, I've heard the 'jailbait' comments enough, thank you) and on Lucy in Elfen Lied (not Nyu, surprisingly, but Lucy, the sadistic mental side. Maybe that says something about me that I prefer a crazy psycho ***** to a normal personality. Huh. Oh well.). I don't have posters of these two lining my bedroom walls and I don't drop them into conversation all the time, or whatever. I simply have a slight attraction to them both in the same way that someone else may have an attraction to the character of Mikaela Banes after seeing the Transformers movie (and yes, my mention of Megan Fox's character was deliberate there, because it's exactly the same thing having a crush on her character as it is having a crush on the aforementioned examples). There's nothing wrong as long as it doesn't move on into the 'crazy' phase, as demonstrated by the OP's picture.
EDIT: By the way, I've worried myself slightly that I may in fact be slightly disturbed anyway, given that one of my anime crushes happens to be portrayed as a psycho sadistic murdering ***** who rips people's limbs off for her own twisted amusement. Hence to try and make myself feel a bit better, does anyone else have that same crush, i.e. Lucy from Elfen Lied?