Entering into the world of a well-written story is one of my life's greatest joys. I often immerse myself so fully that the author's words can leave ghost-like memories in my waking day. For a while, I can blend with the lives and thoughts of these fictional characters, something even sharing their ambitions and desires.
There are times, even, when the reality of the world I am reading seems more real than the world around me. I always find myself momentarily disoriented when I put a book down before I am ready to do so. It takes me a moment to sort out my own priorities.
This is one of the reasons that, when a story gets quite intense, I often skip ahead or turn to the back of the book to make certain the character I'm following makes it out, or at least so I know the outcome. While there are plenty of people who snub such a practice, I find it easier to commit myself fully to the story. If what I find is not pleasant, I'm more easily able to shield myself from the emotional trauma.
While there have been a few video games that have come close to this kind of experience for me (e.g. The Last of Us), no other media has been able to deliver the same effect. I wish I could get more of my students to experience this wondrous gift.