"See, when I play ball, I'm on fire." Can that be considered as an allusion?

No, the sentence "See, when I play ball, I'm on fire" is not an allusion. Allusions refer to specific references or nods to well-known people, events, or works of literature, history, or mythology. In this sentence, the phrase "on fire" is used figuratively to mean that the speaker performs exceptionally well while playing ball but does not make an explicit reference to anything else.