I haven't read the novel in question (I've only read a few of Vonnegut's). Here's the first translation that occured to me, something like:
.o'i lo'e xanri pu'o fatci
(Caution! The typical imaginary thing is later a fact.)
Is that missing something from the original about personal identity? Perhaps then:
.o'i lo'e nu lo prenu cu se xanri cu rinka lo nu py. le xanri cu binxo
(Careful, the typical event of a person imagining is the cause of an event of them becoming what they imagined.)
There's surely no close Lojban equivalent to "pretend" as meant in the book, or in English in general. Lojban's vocabulary is still quite small, and growing only slowly. If you have a clear vision of a specific meaning, though, there are plenty of lujvo waiting and ready. Stylish new words with rich meanings are just what Lojban needs these days, I think.
mu'o mi'e .selkik.