Have you ever created a self-insert character?

[Mechavomit]

When I was 15-ish, me and my friend were working on an RP/fanfic thing and I created a shameless self-insert character to hang out with my favourite canonical character (yes, I know...).
However, that character evolved with time and turned into something completely different and a lot more complex. I changed her age, personality and added pretty nice character development without realising it. Her arc ended up as the focus of the entire story and it worked pretty well.