You've already begun answering your own question by starting to establish the first critical point for how to deal with hinting at a character who is not what they first appear:
Establishing what they are.
After all, if we don't have a clear view of what they are then it is somewhat difficult to try and drop subtle hints as to what they are...
So what characteristics can we use that an imaginary being has that a real physical one wouldn't? By clearly defining all the characteristics of the nature of your character before writing your story you can use those to decide what hints to lay for your reader. And once we have settled on characteristics we can begin to think about how they can interact [or not] with other characters and the environment.
They're not real, therefore they don't have to respect physics: Maybe allow them to 'shift positions' as described in the scene without moving, or to 'interact' with objects without impacting them.
* The character can be sitting in a window booth next to the Main Character offering them hugs, but then are described as leaning over the table to look MC in the face after MC turns to lean against the window.
* Imaginary character can be on one side of the room talking about something, and then described as being on the other side of a room to point at an object being discussed.
* IC can 'hand' something to MC early in a scene, and then have MC still have to reach for it later.
They're not real, but they're based on the Main Character's own mind, which means their mind and their knowledge of the world is both limited and based on the MC's own thoughts.
* They can know something the MC knows when the Imaginary Character wasn't there to learn for themselves. 425
[MC 'goes out', learns something IC shouldn't known, IC then proceeds to discuss things relating to it when MC returns.]
You may also want to carefully consider and research real world mental health issues if you want your story to be highly grounded in reality. Doing so may help you better define the traits of your character and improve how they fit within your story.
* In some cases hallucinations of people can be strictly vocal, and not typically present with a visual component. [MC may talk with IC and always describe them as "in another room", or "stretched out on the couch just out of view", but never actually see them or be able to find them.]
* A few cases may have hallucinations manifest as memories of interactions from the recent past, rather than being interactions in the here and now.
Reading clinical material on the subject matter may offer avenues to explore that help break away from some of the typical tropes used in past stories as well. 38