The first such instance I can remember of pretending to be an alter ego was during the era before I was old enough to go to school. My first real fandom was for Superman, because my family watched the live-action movies every time they were on TV. I had a crush on Christopher Reeve, and I thought that it was great that he was kind-hearted and wanted to use his power to help others. My family had a trampoline at that time, and as I jumped on it I would imagine myself flying through the air alongside Superman. I seem to recall trying on some bit of cloth or another as a cape briefly, but I was not fond of it and abandoned its use almost immediately. I DID however correct everyone about my name, insisting that they add “SUPER” to the front of it. The prefix was the part that made you understand WHO Superman really was, after all, so even though it was never “Super Clark” the reference to Superman was obvious when I was addressed with “Super” as my title. My mom was even worried that when I started school I’d correct my teachers and classmates, but I never did. I also never took on another title after that, even in subsequent fandoms I was introduced to.
The other of my major fandoms which actually affected my behavior was Disney’s Gargoyles. I took to walking on the balls of my feet and imagining myself as a gargoyle, too. This actually persisted long enough for me to realize the various benefits to doing so, as my footfalls were less jarring and quieter. In later years especially after taking up bellydance, yoga and Tae Bo I found that I walked that way constantly – just not to the extreme of that specific era.
There were many, many other fandoms that cropped up, but they didn’t dramatically affect my behavior in the manner of the above two instances. My historical propensity for imagining myself in the worlds of my various fandoms lends to my natural tendency towards nerdy gym motivation.