Wanting to be a character, no; but wanting to live in their worlds, yes. I don’t know if I’m an anomalous reader from this point of view, but even when reading the novels and plays that have most absorbed me, even as young reader, I don’t think I wanted to be anyone else. Of course, when you’re completely drawn into a fictional world, you might identify with a character, but that’s not the same as wanting to be them.
Sometimes the wanting to live in their worlds is a matter of wanting to hang out with the characters, wanting have conversations with their particular qualities of eloquence, or wit, or menace, or obliquity. Some of the scenes of Stephen Daedalus and his student friends in Ulysses affected me that way, and coloured my second term at university, even while I was aware that his view was being placed relative to those of other characters, above all Bloom. (Bloom got into me in a different way, in the curious tentative tumpty-tum rhythm of his thoughts.) Sometimes it’s something less about character than about place or situation: Thomas Hardy is particularly evocative in this way, in The Woodlanders and Tess of the D’Urbervilles, and in places in The Mayor of Casterbridge. I’m not sure my response was exactly one of wanting to live in Hardy’s Wessex, but the place I lived was geographically close enough and physically similar that I couldn’t help but see it as Wessex; and in any case, Hardy’s Wessex is always constructed as a place full of survivals, things that have escaped the tide of modernity, so the glimpsed decaying shepherd’s hut or rusting piece of unidentifiable farm machinery was Hardyesque in being the evocative exception. And then there’s a whole other category of bodily evocation. D. H. Lawrence’s The Rainbow got to me, when I was 17 or 18, with its intense evocation of bodily awareness and bodily rhythms: this wasn’t wanting about wanting to live in Lawrence’s East Midlands landscape, and it wasn’t about wanting to be Will, or Anna, or Ursula; but it was about feeling that my experience of the world had been transfigured.