Not really; I have a cast of made-up characters that I think about a lot, but one of them is heavily based on myself, so I never feel the need to insert my real self. Sometimes when I play videogames, I imagine myself in my character's shoes, but I wouldn't say that talking to the other characters in the game is the main point to that.
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They say perfection is the ultimate imperfection. Or maybe that's just what I say.