I really dig into my seat. As time goes on I sink lower and lower into my chair, and eventually I end up on the floor using the the chair as support for my back. Not sure why, I guess it just has to do with my focus or something.
I also prefer little or no light*, and prefer to be hidden (wow, not doing much for our look am I?) and now that I think about it that my be why I sink so low into my seat. I also mutter to myself about objectives and such, though I mutter to myself a lot so it doesn't really count.
Oh and if there's little or no backstory to a game, I create my own. With war games in particular, I tend to think about the aftermath of the war your fighting (if it's a fictional conclict, that is) and I'll add my own story elements to a game too.
*I'm not some basement dwelling sun light hating goblin or anything, it's just that I feel more comfortable in the dark. And I focus better with no light.