Actual love on a bunch of pixels? Nonono.
It's ok to feel a connection, as such, with a video game character. After all, game developers spend a lot of time developing the personalities of their characters to make them more likeable/repulsive. So they come across as "real" people, with real feelings. But the thing to remember is that they AREN'T real. So anything beyond a small crush or connection is a little strange.
Real people have real personalities to fall in love with. They're genuine to that particular person, and haven't been written in or altered by people with differing personalities. Characters have a personality created and developed by a bunch of people, and despite how likeable that personality may be, it just doesn't exist in our world.