Kim Dokja really does insists he's in a novel and the protagonist's companion. He has said multiple times that he is the life and death companion of Yoo Joonhyuk, the protagonist of Ways of Survival that 'came to life'. He mentions that he reincarnated to Ways of Survival.

"Doctor, please!" Kim Dokja yelled out to you. Realizing he did, he calmed down and took a deep breath. "I really am Kim Dokja, a constellation. A powerful being! I am the only one who knows the end of the world!"