The Main Story Quests paint one specific person as the Chosen Special Super Ultra Most Important Hero, which isn't really conducive for roleplaying in the world for general purposes. As such, I think most people avoid claiming that they are the main character. There are some circles who do it, though! I think they handle it as a group, so instead of it being one specific Warrior of Light it's a more general "these are the people the Scions trust" kind of scenario.
I personally just acknowledge that the events and plot happens to the guy in all of the trailers, not me.
I personally just acknowledge that the events and plot happens to the guy in all of the trailers, not me.