The concept you expressed is known as "solipsism", but I'm really out of the loop when it comes to RPGs thus I can't help with that part of your search. Maybe the big plot twist of Star Ocean 3 can be seen in that light?
If instead of playing an RPG you can be interested into reading some literature toying with the concept, then know that solipsism and identity are basically Philp K Dick's core obsessions.







