In this paper, we introduce NarrativePlay, a novel system that allows users to role-play a fictional character and interact with other characters in narratives in an immersive environment. We leverage Large Language Models (LLMs) to generate human-like responses, guided by personality traits extracted from narratives. The system incorporates auto-generated visual display of narrative settings, character portraits, and character speech, greatly enhancing the user experience. Our approach eschews predefined sandboxes, focusing instead on main storyline events from the perspective of a user-selected character. NarrativePlay has been evaluated on two types of narratives, detective and adventure stories, where users can either explore the world or increase affinity with other characters through conversations.