Persistent realms and characters are relatively common in advanced lucid dreamers. For instance, my persistent realm is called Aldeterune.
I have a dream 'guide' as well, who is persistent between dreams. For a comprehensive understanding of both:

JadeGreen on Dream Guides: All you need to know about Dream Guides - Lucid Dreaming - Dream Views

Hyu on Persistent Realms: Persistent realms and other lucid dreaming techniques I use. - Dream Journals - Lucid Dreaming - Dream Views


It is all definitely possible!