Dressing up was a big thing for me until I was about 10 years old. I dressed up as all the usual things: Astronaut, Cowboy, Pirate, various Superheros, Satan, you name it, I was it. And I would convince myself I was what I was dressed up as. I had to find out every microscopic detail about everything there was to know about what I was dressed up as over the phase of weeks / months at a time. And one day when I was in town with my mum, dressed as a devil, (me, not my mother), with a perfectly crafted costume, totally absorbed in the role, some guy said how good my costume was and asked my mum if I was going to a fancy dress party, in which she told him that this was just how I dressed every day. My mum has told me said he just said 'ahh' and gave us a funny look and walked away.
I was also being a wolf once and demanded for weeks that all the milk I drank had to be from a bowl, which did sometimes include the cat's bowl....
Another time, when I was in my first year at school, I wouldn't answer my name in the register because I was being Peter Pan and the teacher wasn't calling me Peter.
Basically I was just taking 'Dress-Up' to the extreme.