Early on in its run, Supernatural made it clear that it was going to excel at funny episodes. The fact that the show was still finding new ways to make us laugh and tug at our heartstrings in season 11 is downright impressive. "Just My Imagination" has all of the makings of a silly episode: Sam's childhood imaginary friend Sully visits him in hopes of stopping a killer who is targeting other imaginary friends (or Zână, as they're properly known). Sam gets plenty of ribbing from Dean, and there's also a unicorn and mermaid death that adds a surreal element to the proceedings, but the silliness is grounded by the acknowledgment of Sam's lost innocence.
Sully reminds Sam of the dreams he had as a child, and allows the younger Winchester brother to acknowledge his need for comfort and encouragement. More importantly, he reminds Sam that even heroes are afraid sometimes.