From an interview with Steven Colbert at the A.V. Club.
Stephen Colbert | The A.V. Club
"AVC: You were into Dungeons & Dragons as a kid, were you not?
"SC: Yeah, I really was. I started playing in seventh grade, 1977. And I played incessantly, 'til probably 1981—four years.
"AVC: What's the appeal?
"SC: It's a fantasy role-playing game. If you're familiar with the works of Tolkien or Stephen R. Donaldson or Poul Anderson or any of the guys who wrote really good fantasy stuff, those worlds stood up. It's an opportunity to assume a persona. Who really wants to be themselves when they're teenagers? And you get to be heroic and have adventures. And it's an incredibly fun game. They have arcane rules and complex societies and they're open-ended and limitless, kind of like life. For somebody who eventually became an actor, it was interesting to have done that for so many years, because acting is role-playing. You assume a character, and you have to stay in them over years, and you create histories, and you apply your powers. It's good improvisation with agreed rules before you go in."