You Should Roleplay Characters Who Don't Know They're Heroes.

So there we were, roleplaying Call of Cthulhu: there was a haunted graveyard where Bad Things happened at midnight.  Two of the PCs had boldly decided to wait among the tombstones, cameras and guns in hand, to see what happened.
My wife and I were at the bar.
Oh, we were playing in this game – but she was a historian and I was an ex-jock who owned a sportswear chain, and we had decided we were not equipped to handle spooky tentacles in the witchhouse. So while the other two nuts had gone off to bold adventure, we guzzled gin and tonics.
Which was one of the greatest decisions, as it turned out.  We got to rescue the poor schmucks in the graveyard by dint of not being inside the magical sigil when it fired up in the moonlight.
Now, our PCs weren’t cowards – obviously, we charged in boldly when we heard our friends torn to death by witches! – but they were people who didn’t know they were the heroes of the game.  They feared unknown danger.  They didn’t metagame to know that this was the first session of a longer campaign and the GM would go easy on us. They didn’t go, “Oh, that’s a cultist, I know how many hit points they have.”
They were ignorant, and it made for beautiful roleplaying moments.  That bar became a watershed moment of the campaign; it changed our goal from “BEAT THE BAD GUYS” to “Explore these people, see what they’d do in weird situations.”
Because beating the bad guys, well, that’s a very similar path: you gain power and knowledge, you level up, you confront the bad guy, and you beat them.  I mean, it’s a satisfying enough path, as witnessed how many times it shows up in cinema, but…
I think of how that bar led to my wife’s PC becoming a rampant alcoholic in the face of the trauma of, well, being the hero in a Call of Cthulhu campaign.  I think of my ex-jock hero desperately trying to manage a chain of clothing stores while his sanity fragmented.  I think of both of us getting into a severely dysfunctional relationship, where we had absolutely nothing in common at all except “monsters kept finding us,” and how in some ways the squickiest thing in the entire campaign became how we unhealthily clung to each other simply because we had no one else who understood.
None of that would have happened if we thought tactically.
We played ignorance, because even though we knew things, our characters didn’t.  We made terrifically unwise decisions.  We ran when we could have fought.  We fought when we should have run.
Which, to me, is what makes a roleplaying game a roleplaying game.   I’ve been in too many combats where the PCs played as though they saw everything on the board – they knew the bad guy had retreated because the GM had said so, they counted hitpoints, they acted with a perfect knowledge of all the spells and powers everyone possessed.
And those decisions propelled us towards victory, but they never led to anything interesting.  We won.  A lot.  But the winning never revealed anything about the people we were pretending to be aside from “We like winning.”
Me, I think the gold standard of a roleplayer is when someone knows all the tactical moments on the battlefield and says those important words:
“My character wouldn’t know that.”
That choice opens up whole worlds of exploration.  Your character wouldn’t know she’s slated to win tonight. Your character wouldn’t know that after emptying seven rounds of clips into this gelatinous beast, the eighth was going to finish the job.  Your character wouldn’t know that dragon’s breath attack, wouldn’t know why she should get involved with this crazy scheme, wouldn’t know why she should like the other PCs.
Once you start asking and acting “What doesn’t my character know?”, then you get to see what happens aside from victory.
That’s often way more unique than another bad guy dead at your feet.