I don't have advice, but have a 3 year old son who for the last week has been "living in someone else's house". Apparently we are just staying here and a little girl (with his same name and all his same stuff) is letting him stay in her room. :)
It's a bit hard to deal with, but I'm trying to let him explore this. It's starting to wane a little bit, so I'm hoping he'll soon move on to something else. I think it is normal behavior at this age.
I remember another little boy in my older son's preschool at age 3 who would be a different prince (disney) every week. He wouldn't respond if you didn't call him by his prince name. :)
She'll out grow it and maybe she'll be an amazing writer or artist some day.