I have playlists for a lot of other activities, including (but not limited to) cooking, studying, working out (separate ones for weights and cardio), and even showering. However, I've never thought of making a playlist for a particular character in an RP. That is intriguing, and I think I'll be...
It depends what mood I'm in. Exploration? Uncharted, Assassin's Creed, etc. RPG? Mass Effect, Skyrim, etc. Hack-and-Slash? God of War, Dante's Inferno, etc. But what do I play entirely too much of? Overwatch... what? No judgement, right?
Harry Potter, without a doubt. There are better written series out there with better plots, better villains, and better character development, but as a lonely kid growing up in the English countryside with just me, my library, and my imagination, I was enchanted by the magical world of Hogwarts...