Over Christmas, my step-sister Louise played princess with Molly. This was the first time, really, that Molly had played princess to that extent, and all of us were a little bit surprised by how much she took to it!
But should we have been? I've been thinking about that, especially since my sister Ann Louise asked me (and others) what we thought about it. I'll try to summarize my thoughts.
The Scriptures clearly portray believers as sons and daughters of the King-- adopted, true, but sons and daughters nevertheless. In fact, when you read the accounts of how the last days will be for believers-- especially in the first part of Revelation 20-- it is clear that, as the holy children of God, set apart for His glory, we will somehow reign with Him in that glory.
What also appears to be true-- as it is latent in the words of all Scripture-- is that we were intended to reign with God from the very beginning. In part, this is what it means to be created in His image. We get this, and long for this, the most when we pause to consider how un-natural our sin is. That is what Plantinga meant when he wrote his marvelous book Not the Way It's Supposed to Be-- that "shalom," true peace and harmony with God, includes a sense of the holiness and majesty that we only see shadows of.
This idea is so rich, and has such broad application to the church. Individually, it means that, when we sin and wallow in the lowliness of instant gratification, forsaking our majesty, we ought to think, "I'm better than that!" Our means to obedience is God's grace, but our motivation for obedience is not only His grace but His dignity bestowed on us in creation, and restored in us through the cross. Corporately, it requires us to re-consider the "us vs. them" mentality that so permeates contemporary Evangelical Christianity. Yes, we are "beggars telling other beggars where to find bread" but only in the sense that the prince and the pauper traded places, and the prince got his first taste of what it means to be a beggar.
This applies to the question directly, because if this is true-- in other words, if what the Scriptures say about "the way it is supposed to be"-- then we were made for royalty. We were made to be princes and princesses. And in childlike understanding, perhaps we express this inclination best when we resonate with stories, tales, movies that suggest that all of us can have a "fairy-tale" life. In fact, it isn't a fairy tale at all.
I think little girls express this through their pretend, while little boys express this through their struggle with what looks to us like independence (but is really more of a spiritual "muscle-flexing" like a prince ought to occasionally try out). Adults express it in similar ways, but it seems much further off-- probably because so much of our view of ourselves and our world has been shaped by fallenness that we can't see past it easily.
The Pevensies weren't out of place as the kings and queens of Narnia; they were right where they were intended to be.