O ne chilly day last January, Brennan Lee Mulligan was walking by Penn Station, pondering the distance between the hot dog stand at the subway entrance, to the stage at Madison Square Garden. He was having an “out of body experience,” he remembers, describing the journey — through the doors, past security, up the elevator, through the dressing room, and onto the stage. He was there to run a game of Dungeons and Dragons in front of a sold-out audience of nearly 20,000 people, something that