Margaret's line about Donald being like a toy soldier she plays with sometimes is so important, because that's what's she does in so many ways, with so many people, isn't it?
She played with Frank, pretended he was a great guy who would absolutely, for sure, no questions about it leave his wife and marry Margaret instead. She put him in a shinging white coat too, and played that he was a great doctor, who maybe just hadn't reached his full potential yet, due to circumstances beyond his control.
She played with Hawkeye after their night together, pretended that he was her chance of salvation, in every way. She dressed him up in a new shirt in her mind, so she didn't have to think about imminent capture and death. She played that she had control over something, at least.
From when she was very young, she played that her father was a wonderful man who could do no wrong, and whenever he made her feel awful it was all her fault for not trying hard enough.
She put on a costume and played versions of herself, over and over again, versions she thought other people would like to see. She played that the attention she got from colonels and generals was great, just as good as her father actually telling her she was good enough. She played that she wasn't afraid, that she didn't feel, when really she felt everything, all at once, all the time.
When she got to Korea, playtime may have been over for the party girl she used to be, but the games she played still remained in many ways. Seeing her slowly begin to find herself without the games of pretend is so beautiful.