...or at least, not more neurotic than your average National Guardsman.
Liz Danforth recently pointed out this unusual 1998 study
that can be found on the PubMed website:
Scores of 54 fantasy role-game players and 64 National Guardsman were compared on a neuroticism scale and demographic variables. While the Role-gamers reported daydreaming and sleeping more than the Guardsmen, the popular stereotype that game players are withdrawn, emotionally immature adolescents was not confirmed. The typical game player was male with as many close friends as the guardsmen. Mean neuroticism scores did not appear to differ between the two groups and were not high enough to be considered clinically significant.
Looks like someone needs to inform the Israeli Defense Force