Yes, as long as it's just for personal enjoyment and not for commercial gain. You can't sell your fan - made comic with X - Men characters though. It's a great way to show your love for the X - Men franchise.
It's possible. But remember, Marvel's intellectual property rights are important. If you're making a fan - made comic with X - Men characters, keep it within the bounds of fair use. This means not using it to compete with official Marvel products or to make a profit. You can have fun with the characters and tell your own stories as long as you follow these guidelines.
You can use them in your fan - made comic, but there are limitations. You have to respect the original characters' identities and not make any offensive or inappropriate changes. Also, don't use it as a means to make money because Marvel has the rights to these characters.