The way I see it, he is schizofrenic and the shink is himself. He says that the shink dont seem to remember any of his visits even though he has gone to him for 8 years, I think that is because he asks himself the same questions over and over.
Dude! You just completed the Super Crazy Guitar Maniac achievement in Super Crazy Guitar Maniac Deluxe 2 and won the Super Crazy Guitar Maniac badge and 60 points! don´t try it :P