My sentiments exactly, except for the part about pretending to be in the game with them. I pretend to be them. (I've thought up my own things that they say, in addition to what the game makes them say. Also, since I never say anything, I've given some of the text to myself.)
And MD has created Fanfics, more fanfics, and even more fanfics, because with Mystery Dungeon everyone knows how a Pokemon lives. (For example, know we know they can understand Pokemon of other species.)
And I started to cry when Caterpie, Metapod, Jumpluff, Jumpluff, Diglett, and Pelliper saw me off. It was so touching that someone still cared about us...
The music always seems to reflect my characters mood, and that's what makes it so effective.