Do wrestlers get attached to their characters personality and forget that it's all made up?

do they get so captivated and hypnotized and think that wrestling is real and that that's all their life? And when you're a brand new,fresh-out-of-the-oven, wrestler do you get to pick your own characters personality, gimmick,and wether you're a heel(bad guy) or babyface(good guy)? what r some of the things that you do get to pick and not pick?