A "digital identity" should be easy enough, using the steps mentioned or by other means.

I have sometimes thought it would be (more) interesting doing this with a real identity. I suspect it wouldn't actually be that hard to find an identity / birth certificate for someone from an obscure county, perhaps with poor / lost records and try to build up a paper trail from there, as much as a sport as anything else.

I have a suspicion that it would be fairly doable to get quite far with it, but of course one slip-up and you could end up in prison.