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Not a supernatural creature, but I've never seen someone so committed to something, let alone pretending to be a character, like a friend I have.
So, for context, I have a friend who disagreed with his Dramatic Arts professor on how a character had to be played (or something like that) on the first class of the year, and apparently after some arguing, the professor challenged my friend to attend to any business he needed to do in the campus as normal, but portraying a character, any of his choosing, for the rest of the year. And god damn, he did. For the rest of the year, he bought a Victorian era costume, complete with cane and top hat, learned many quirks of the language at the time, and many of the behaviors of society. And Sir Marcus Godwin was born.
He went full in-character mode. He talked using the time's English, walked like a gentleman, and behaved like he was a Victorian era man who was time travelled into the present. It was really hard not to laugh, specially when he spoke, with professors trying REALLY hard not to laugh. I think the DA professor must have warned all other professors of the classes my friend had, because I'm surprised he wasn't expelled of any of them. But he made it to the end of the year nonetheless and not only did he get the max grade on that class (which apparently was nearly impossible with that professor), but also got a fuck ton of money on bets he made along the year.