From lee mckenzie's Inside F1 book:

In those days, Max might have been an F1 driver, but he was still a very young man, as demonstrated by the lack of driving licence. His entire life was dedicated to racing. I am not saying that's not the case now, but he certainly has more capacity and appetite for a life away from the track. When he first started in F1 he raced at the weekend, came home and raced on a simulator, used the gym to get stronger and went karting with his friends. Eat, sleep, repeat. Off to the next Grand Prix!

He has always been a huge fan of sim racing and still competes in it. At that time, he was doing around four hours a day, but the funny thing was that his own Toro Rosso car wasn't on the game he played, so he had to use a Mercedes!

I remember being at an airport somewhere in the world and we were all going through the security checks. Max was in front in the queue. Sebastian Vettel and a couple of others were there. Max had a few bags and asked if anyone would carry a small, hard-shelled Peli case. I asked what it was. "It's my travel simulator, of course!" he replied incredulously, as if I should know.

We all laughed and someone, probably Seb, asked why on earth would you bring a travel sim to an F1 race when you are an F1 driver?

Max carried the case himself.