It's not even a Hyur, let alone wishful thinking, like Sword Art Online we would be our Human selves and the differences would stand out. Another player posted we would all be killed off fast, I imagine that would be true unless we managed to appear in the right spots, the FF universe has always been a very hostile and dangerous place filled with monsters and badguys....without our cool hero skills/powers that come with the toons we play, we wouldn't last very long being like that woman you save when starting out in Ul'dah. But we can still dream as we RP our heroes as they save the day!
EDIT: Though I've always been curious what it would be like to have kitty ears, I know I'd eventually get my tail caught in the door lol, so I'm pleased with who/what I am. It would be too strange to be someone else, like that guy from Quantum Leap always seeing a face that was not his in the mirror.