Virtual Reality (VR) has potential vulnerabilities in privacy risks from collecting a wide range of data with higher density. Various designs to provide information on Privacy Policy (PP) have improved the awareness and motivation towards privacy risks. However, most of them have focused on desktop environments, not utilizing the full potential of VR’s immersive interactivity. Therefore, we proposed a role-playing mechanism to provide an immersive experience of interacting with PP’s key entities. First, our formative study found insights for PP where VR users had limited awareness of what data to be collected and how to control them. Following this, we implemented a VR privacy tutorial based on our role-playing mechanism and PP from off-the-shelf VR devices. Our privacy tutorial increased a similar amount of privacy awareness with significantly higher satisfaction (p=0.007) than conventional PP. Our tutorial also showed marginally higher usability (p=0.11).