I can't believe I'm just now thinking of this, but Kingdom Hearts actually has a really cool meta commentary.

Without going into too much detail, there are a lot of parts where what the protagonist experiences isn't exactly "real." There is a focus placed on the message that, even though it isn't real, the memories of the experience ARE very real. The characters/world that the protagonist experiences may have never tangibly existed, but they still made important memories to cherish and to learn from.

Kingdom Hearts itself, in the same vein, isn't real. No video game is. The memories we have of playing the game though ARE very real. The impact they have on us can be incredible. I don't know if this was done intentionally but it is really cool.

And dammit... Every time I think about this game I get all teary-eyed. Even though it's not real, it still had a pretty big impact on me.