This is chapter 10 of an edited volume that proposes innovative methodologies for the study of psychology in ancient worlds, one of the first of its kind (and which is based on a conference held in Leiden in December 2018). I focus on the ways in which fictional characters from Greek tragedy devise counterfactual fictions for psychological benefit. Developing a fiction inside a fiction, a play-within-a-play, is a metatheatrical modality that speaks to the defining features and potentialities of theatrical art. My perspective, however, is not to study the metatheatricality of Greek tragedy for its own sake, but rather to examine if, how, and to what extent the tragic plays demonstrate an awareness of the impact of imaginary, enacted fiction in dealing with individual or collective issues (related to, for instance, identity, ethics, and political or social organization). Theatrical playing is a practice based on play, on performing ‘as-if’ and ‘other than’. As such, it offers potential for self-transformation, repurposing, overcoming obstacles by sparking new solutions. I am interested in tracking early evidence of this way of thinking at the level of the characters of ancient Greek tragedy. My two case studies are Heracles and Ion, two tragedies produced by Euripides in a short span of time, between 416 and 412 BCE. Two plays where, I argue, playing is dramatized in relation with self-realization: it is through play, and specifically playing with objects and role-playing, that characters are shown in their attempts to discover their real self or to refashion it.