As per the title - can you announce that you are a character that is not in play currently in Bruno Faidutti's Mascarade ?
ErroneousPlanet has the correct answer, and all of their points are right on. I did find a copy of the rulebook online and scanned it. Below is what I saw.
While the rulebook doesn't explicitly say that you must declare you are a character that is in your instance of the game, it does say at the top of page 7 (emphasis mine) "it is possible to use the power of any character in the game without being that character, even without knowing who you are." I would take this phrasing to mean the instance of the game you are presently playing, not the board game as a whole, so you cannot claim to be a character that is not currently in play.
You can only claim to be one of the characters in the game. The main activity in the game is to make a claim to be a character that is in the game and see if anyone else challenges you by claiming to be the same character. Claiming to be a character that is not in the game goes against the spirit of the game as no one should have to penalize their selves just to expose a player that is trying to play this way.
When you do play the game, it is recommended that you put out all the character tokens of the characters you will be playing with. That way each player can look to see which characters are in the game. Hopefully this clear up any confusion about who is in the game or not.
I emailed Bruno Faidutti to ask for a canonical source for this:
The rulebook states that "it is possible to use the power of any character in the game without being that character", does this include characters not currently in play?
No, it doesn’t!
So there we have it: only in play cards can be announced.