Host Ira Glass talks to comic artist Chris Ware, who thought about superheroes a lot of the time as a kid. He invented his own character and made a superhero costume, which he wore to school under his regular clothes. Everything went fine until he realized he would have to change for gym class. (6 minutes)
Here's the Chris Ware comic mentioned in the episode. His book, Jimmy Corrigan: The Smartest Kid on Earth, is also inhabited by a "superhero" of sorts.