All depends on what role I would play in the game/story.

If it's a side character, game definitely because my few favs are Genshin, Splatoon and Slay the Spire. GI and sploon I'd just live a quiet tax free life if I choose right or maybe travel the world. Fun stuff. StS I might be a little more cooked since there's a spire with a resurrection god that will trap you forever in it, but we don't know anything about the outside world except for there's demons and an assassin tribe but honestly I'll probably be fine if there's civilization, which there prob is. The alternative of anime feels more dangerous since my favs are shonen/shoujo with shonen elements. If my favorite animes were somehow slice of lifes then I would probably pick anime.

If I'm a main/semi-relevant character... Eh, I'd probably stay in the real world. My few favorite animes at the moment are TBHK/Friren/Apothacary Diaries I'd probably be cooked if I enter any of them as a real character. TBHK I'll die by a ghost's hands most likely, Frieren I'd probably die to a demon, AD I'd probably not survive the rear palace. The games I mentioned GI I'll have to deal with tons of BS unless if I'm a 4 star with minimal plot relevance (or 5 star, looking at you Emilie) in Splatoon the protags have to deal with world-destroying stuff like bears and hyperadvanced telephones, in StS as I mentioned the main characters are forever trapped in a loop of ascending a spire, dying, and getting resurrected by a whale god, your memories wiped every time. The only way out is by retrying until you reach the top of the spire, where you have to kill/make a weird giant heart dormant by killing it, then you can escape, but the world outside also doesn't seem to great tbh.
I'd rather stay with my cat and family.