I'd say that for me it depends on the game in question. If I'm playing a good game, I tend to get that feeling of falling down a rabbit hole, and finding myself in another world. Whether it's a wonderland of sorts, or a post apocalyptic world, or something else entirely, it's still a world other than my own, and I can take comfort in that. I also feel empowered. I have not only saved countless worlds and universes, but I have defeated gods. If some foolish mortal thinks he can stop me with a giant robot, he's sadly mistaken. I may be average, if slightly disadvantaged in the real world, but in the world of gaming, I might as well be omnipotent, given some of the opponents I've taken out on the path to victory. When a game provides a challenge, I just remind myself that I can overcome it, and I feel even more empowered when I finally do.