“I shall begin with the psychiatric aspect. My heteronyms have their origin in a deep-seated form of hysteria. I don’t know if I’m afflicted by simple hysteria or, more specifically, by hysterical neurasthenia. I suspect it’s the latter, for I have symptoms of aboulia that mere hysteria would not explain. Whatever the case, the mental origin of my heteronyms lies in my relentless, organic tendency to depersonalization and simulation. Fortunately for me and for others, these phenomena have been mentally internalized, such that they don’t show up in my outer, everyday life among people; they erupt inside me, where only I experience them. If I were a woman (hysterical phenomena in women erupt externality, through attacks and the like), each poem of Álvaro de Campos (the most hysterically hysterical part of me) would be a general alarm to the neighbourhood. But I’m a man, and in men hysteria affects mainly the inner psyche; so it all ends in silence and poetry
This explains, as well as I can, the organic origin of my heteronyms. Now I will recount their actual history, beginning with the heteronyms that have died and with some of the ones I no longer remember—those that are forever lost in the distant past of my almost forgotten childhood.
Ever since I was a child, it has been my tendency to create around me a fictitious world, to surround myself with friends and acquaintances that never existed. (I can’t be sure, of course, if they really never existed, or if it’s me who doesn’t exist. In this matter, as in any other, we shouldn’t be dogmatic.) Ever since I’ve known myself as “me,” I can remember envisioning the shape, motions, character and life story of various unreal figures who were as visible and as close to me as the manifestations of what we call, perhaps too hastily, real life. This tendency, which goes back as far as I can remember being an I, has always accompanied me, changing somewhat the music it enchants me with, but never the way in which it enchants me.
Thus I can remember what I believe was my first heteronym, or rather, my first nonexistent acquaintance—a certain Chevalier de Pas—through whom I wrote letters from him to myself when I was six years old, and whose not entirely hazy figure still has a claim on the part of my affections that borders on nostalgia. I have a less vivid memory of another figure who also had a foreign name, which I can no longer recall, and who was a kind of rival to the Chevalier de Pas. Such things occur to all children? Undoubtedly—or perhaps. But I lived them so intensely that I live them still; their memory is so strong that I have to remind myself that they weren’t real.
This tendency to create around me another world, just like this one but with other people, has never left my imagination. It has gone through various phases, including the one that began in me as a young adult, when a witty remark that was completely out of keeping with who I am or think I am would sometimes and for some unknown reason occur to me, and I would immediately, spontaneously say it as if it came from some friend of mine, whose name I would invent, along with biographical details, and whose figure—physiognomy, stature, dress and gestures—I would immediately see before me. Thus I elaborated, and propagated, various friends and acquaintances who never existed but whom I feel, hear and see even today, almost thirty years later. I repeat: I feel, hear and see them. And I miss them.”

Letter to Adolfo Casais Monteiro, 13 January 1935, about the genesis of the heteronyms