I think almost everyone has a bit of an alter ego which surfaces from time to time. What is different for different people is the frequency and intensity with which this kind of thing happens.
Sometimes I just pick a song which I, in my normal state of mind, would not like too much, and sing at the top of my voice. Often I also dance to the tune. But that's generally just for me.
Sometimes I feel a strong longing for something I really want, but know I cannot have. But that doesn't mean I can't live in a parallel Universe for a while. A Universe where I can have everything I fantasize of, no matter how wild the fantasy is.
Sometimes, letting go of your inhibitions for a while, letting your guard down, being someone you want to be but aren't quite, can give us a lot of joy, renewed vigour, a new lease of life.