It varies. Sometimes I make a concerted effort to stay in character, especially if some of the other players are doing the same. But some nations / pretenders are much easier for me to put myself in the role of, and since I rarely stick to the same nations .... (with about 10 MP games going, I think I only have one duplication of nation/theme.)
And then, when I'm exhausted but the turn is almost due - almost impossible to do Messages in character,
especially with the paltry message editting facility. If you could at least cut and paste from a proper text editor, I'd send Illwinter some fresh roasted New Mexico green chiles.
