It is a weird situation, really, from both ends. I've met a few musicians who were totally cool about it, but usually there is that weird awkwardness/wariness/expectation/whatever.

Chris, the keyboard player for Uranium 235 (the band I used to follow around), was probably the coolest. He'd see you outside the club and, if he recognized you, just run over and be like "Hey!!! How's it going? How've you been? How was the trip here?" and just talk like a normal friendly acquaintance. Probably that's because he was a big silly dork and didn't seem to see himself as a star at all....