I knew some guy who it affected majorly.
He grew up watching DBZ and then watched Evangelion in High School. In my freshman year in college, he was saying how he was God's chosen warrior to fight in the Armageddon and he'd live for like 1,000 years and start to learn basic Ki powers. His kids (he wanted to have kids with some girl who was 14 -- he was 19 -- ugh) were going to be the real warriors of Armageddon and totally win and stuff. He'd take them to be raised in the wilderness and not let them know what society taught, so that they could believe the truth of his "world."
Crazy dude, I tell you.
It affects me a little, but only when I see a character I like. I tend to pick up a few things about their personality. Then again, it also inspires me not to be like certain characters. After watching some of Evangelion, I swore to never be like Shinji for example. Hahaha. But there's always something to pull away -- Gundam SEED and Kira's struggle that every life is valuable and your own, fighting who you're meant to be, and that kind of thing. It's stuff you'd pull from everywhere else too.
I think subconsciously we all take a little away. Be it a moral, or a way of thinking, but characters make us envious. Even reading something like Ender's Game and following Ender or following Bean's saga, you see a whole different way of thinking. Hell, Ender nuked an entire civilization and Bean was a mutant who had no purpose in life. But it's sometimes comforting, especially when you have issues with "Why was I born?" or knowing that your parents didn't want you, etc.
We all pull it from somewhere. It's just generally something that shapes us -- just hopefully some people aren't so crazy like that guy I was talking about where he pulls... way... too much... And can't even be slightly realistic about his situation.
--Terin