To answer the question in your subject line, no. I don't know any kid who hasn't played pretend and role-played after a fashion, and there's no useful difference between roleplaying and just playing pretend. 

To answer the question in your post, are you using the word "sin" as a metaphor or are you referring to a literal "trangression of divine law" sin? 

What exactly are you asking? What are you worried about?