You CONSPIRE with others to COMMIT A CRIME. It never happens. Is CONSPIRING TO COMMIT A CRIME A CRIME?

Yes.
And even if the crime isn't actually committed, you can still be charged with the conspiracy TO commit the crime.

Of course, it makes it more difficult to convict if no crime is actually committed ... because it would come down to intent.
Did you intend that there would be a crime?  Or were you just pretending?  IE: Well, if I were to commit a crime, this is what I would do.

I mean, if they charged everyone who had ever talked about robbing a bank or committing physical violence ... there would be millions of people in jail.