I've never entirely lost it, as still to this day I prance about the house as if casting magic spells, performing on stage, fluidly surviving a dangerous catastrophe, etc... above all, I love making floors turn to glass so that I'm standing high above a forested valley, complete with lush flowerbeds, rivers, and waterfalls... or placing myself between two elemental walls flanking the length of my path while walking...
That said, I've rarely (if ever) played as other characters.
In all my fantasies, it was just me, equipped with the objects and incantations to adapt to any storyline.