My friends and family, however, are pressuring me to "get rid of" Danny because they feel my son is too old for this. Is my son's behavior normal, or should I be concerned?
There are many reasons why children have imaginary friends. Beyond the obvious desire for companionship, kids may consciously and unconsciously use imaginary friends to deal with their emotions and to work through issues they are confronting. Despite parents worrying that it's wrong to encourage kids' to believe in a person that isn't real, all research in this area points to kids benefitting in their intellectual, social, emotional, and creative development as a result of their having had imaginary friends.
Be a part of this relationship with his imaginary friend as much as he wants you to, letting him know that you know this friend is pretend but not shaming him for having this relationship. As kids get older, they may not talk openly about their imaginary friends anymore, but that doesn't mean they don't still secretly have them. Imaginary friends disappear when they are no longer needed.
Let your friends and family know that you have been assured that these friends are perfectly normal and that they are part of your son's healthy imagination and overall development. Ask them not to make fun of your son because of his imaginary friends. They don't have to play along all the time, but they shouldn't attempt to embarrass him, as this would be unnecessarily hurtful.