There seems to be a difference in the way we interact with reality and a reality experienced while playing computer games. I will argue that one of the most important features that distinguishes external world (or Open Reality) from reality experienced while playing computer games (or Closed Reality) is the degree of complexity, that is, the richness of the stimuli and the number of options available. One of the main consequences of the lower complexity of Closed Reality is that playing computer games triggers different cognitive alterations in an effortless and automatic manner. The question I ask is what really changes in our cognitive processing when we play computer games. One of the answers is that there is a change in the agent's cognitive representation of reality. Additionally I will suggest that there seems to be a change in the cognitive self while playing avatar-based computer games. I will discuss the last point in the brief context of identity problem and possible psychological implications.