I mean, he has Alfred right? And Robin... and more lovers than I can count... never mind all the attention he gets from Joker, Cat Woman, and all the rest. But what I'm getting at really, is the man behind the mask: Does Bruce Wayne ever sit down, surrounded by beautiful women, his butler by his side, drinking champagne, and think to himself, "Wow. Who am I?"
One would have to imagine that he does. He lost his parents when he was very young and most of his acquaintances don't know that he is Batman. When he sits down at dinner and (in the unlikely scenario where) someone he has never met says to him, "What do you do for a living?" he can't say "I save nice people like you from one of any underground living psychopaths who want to kill you." When asked, "What do you do in your spare time?" he can't say "I dress like a bat." Instead, he has to talk about Wayne Enterprises and all the money his parents left to him upon their murders. He falsifies his real self in order to protect the identity of the hero he is.
But we're all like that a little bit, right? Sure, we're not using an unknowing Lucius Fox to modify old military equipment into bat gear... but we all have a different persona we share with those on the "inside" than everyone else. I'm sure you can imagine a few points in time when you had to hide your true feelings in order to protect those around you. Of course in Bruce's case it's because he wants those he loves to not be attacked by the scum in Gotham, but maybe in your case it was to save someone's feelings, or to not let on just how worried you were about something.
Maybe that's why it's so easy to believe in Batman; It's so easy to believe that a grown man who had a difficult childhood could spend his evenings wearing a cape and a bat mask saving citizens of Gotham from the criminals because we can relate, in a way, to his self-consciousness about who he really is.
