In Chapter 14, Holden has a run in with Maurice, the elevator operator/pimp who barges into his room demanding the extra money that he claims that is still owed for Sunny, the prostitute's, services. Holden resists handing over any extra money proclaiming that he has paid Sunny.
So, Maurice get rough with him and beats him up. He goes into the bathroom after he is punched by Maurice and has trouble breathing, he is scared.
"I thought I was drowning or something. The trouble was, I could hardly breathe." (Salinger)
But when he gets into the bathroom, he doesn't tend to his wounds, he plunges into a fantasy, or imaginary experience pretending that he was shot.
"I sort of started pretending I had a bullet in my guts. Old Maurice had plugged me. Now I was on the way to the bathroom to get a good shot bourbon or something to steady my nerves and help me really go into action. I pictured myself coming out of the goddam bathroom, dressed and all with my automatic in my pocket and staggering around a little bit." (Salinger)
Holden goes through a whole scenario about being a gangster confronting the wiseguy who shot him. He imagines that he confronts Maurice and fills him with lead, six shots to the gut. It is in this part of the chapter that Holden proves that he enjoys acting just as much as anyone else, in fact he would make a good actor.
"The god-dam movies. They can ruin you. I'm not kidding." (Salinger)
Just as pmiranda2857 stated, he likes to imagine things happening to him and acting them out. Another reason would be because in the book Holden lies a lot. In every situation he got himself in, he seemed to take on a new identity. When he met a classmate's mother in the train he acted like a "nice" boy and complimented the son despite despising the boy deep inside. When he went to the club to get a drink, he tried acting like an adult. He seemed like a natural although people were suspicious due to his young features, even so he was good enough to convince the people to ignore their instincts. Holden's characters were very believable making it easy to think he would make a nice actor.