Very well said Angie and Elizabeth! It does seem very characteristic of him to act in such fashion. However, as he got older, he began to dislike all the attention bstowed upon him because of his title. All he wanted was to be treated like a normal boy. He used his rank only with those who were outside of the household/immidiate family, and if I'm not mistaken while he was still quiet young.
In regards to him talking about being a Tsar in Tobolsk, I haven't read enough to attest or despute the fact. All I know from reading is that he took the news of his father's abdication pretty well (at least while Gilliard was in the room explaining the situation), and didn't mention or ask anything about his rights as an Heir (Naslednik). After Gilliard left the room however, he said he heard the boy weep. It must have been rather hard (to say the least) to go from being the Tsesarevich to being a nobody, and to watch your whole world break down before your eyes, slowly but surely.
On a cheerfull note, another Alexei story. I apologize if my paraphrasing is rather poor. Dr Botkin's wife was going home after being presented to the Empress Alexandra Fyodorovna (a.k.a. Alix), and she met Alexei in the hallway. She bowed, and greeted him with a "Good day Your Imperial Highness". Instead of being polite and returning the greeting, the four-year-old Alexei simply turned away with indignation. Dr. Botkin's wife was extremily upset by this, and when she related the story to her husband, he laughed and said that she "offended" His Imperial Highness by speaking to him without being spoken to by him first!
Sources:
A Lifelong Passion
and Robert K. Massie's
Nicholas And Alexandra
.
Dasha