True, very true. In fact I cosplay TF2 because it's a lot of fun to not take yourself too seriously. I mean, who wouldn't want to cosplay as a deranged German medic? I'm already part German, so it's a natural fit.
That why I started cosplaying too, because I was pretty shy in the beginning, but when I started cosplaying, I actually became a bit more open and confident. Besides, it's really fun when you find other cosplayers from the same fandom.