Unless you want to simply visit the museum as yourself, it is best if you create a role-playing character (or set of characters) in order to fully enjoy your MOMA experience. It is possible to play the MOMA game as yourself, and this is likely to be the way that you proceed particularly if your engagement with MOMA is not going to be ongoing (for example, if you stumble across a MOMA installation and participate whilst out and about but don't envisage any further involvement).
However, if you are really going to get into MOMA creating a character is the way to go!
Main Character Types
If you enjoy playing the moment game, you may wish to create more than one character four different roles that you want to play at different times.
The types of roles that you can play and therefore the types of characters that you may have are not limited to the list below, however here are the main ones:
How to create a Character
Here is a link to a page that describes how to go about creating MoMA characters.
List of characters
Here is a link to a page listing the characters created on the wiki.