I never really understood if he was indeed real or not. He is real in the story, he isn't just a ghost floating around that no one can talk to, or touch. I fact he makes a star out of himself in the Blitzball. He makes conscience decisions that effect the life given to him, and shows emotion throughout. If that is what you call real, then he is real. However he wasn't created in the same way we would conceive creation of another person I'd say he is very much real in that world.