Finding emotional success at all costs
Benna is a hero, no doubt, and her super power is her quirky sense of humor and her undying ability to make herself smile with a good joke. Since she is her own friend, she circumvents the problems of loneliness by providing herself company in the form of Eleanor. Later, when she realizes that she may have missed out by choosing not to have a child, she just makes one up in her imagination, and they have a great life together.
This is blatant self-delusion, yes, and on some issues that's not acceptable, like Darrel's concerns about race in America—non-ignorable. But in another sense, if we're all making up the meaning of our own life, then it doesn't matter how we get on, it just matters that we get on. So Benna is an existentialist hero, and even an absurdist hero.
The importance of community
Nevertheless, there is the strong indication that Benna's loneliness is difficult for her to endure, even with her daily games and joking. She is in need of real community, and even if she feels she can get along find with her imaginary friends, it's interesting how importantly she takes real people. She is never without people. When she is finally left completely alone, she just goes and chills with her brother and watches tv. She knows the danger of true isolation because she is terrified of it.
The tragic existentialism of human life
As implied above, Anagrams is an existentialist book in that it questions the established assumptions about the meaning of a human life. Can a person get the same emotional and spiritual effects of motherhood by pretending really hard that they're a mother? Does it matter? What's the difference between an abortion and a birth? These are the difficult questions that Benna answers with irony and humor (like a postmodernist might).
Emotions or no emotions, Benna is committed to a meaningless, strange life of making fun of things and never really trying, so there is a sadness in the story, but if she's an existentialist at heart, she's probably just be honest to herself.