I just wanted to point out an excellent article posted by the Big Bear Butt relating Hamlet and roleplaying. Trust me, it really does make sense. Go read it.
I think the article describes perfectly where roleplayers fit into the world. Nothing annoys me more than reading someones bio where they are the long lost brother of Arthas. It only annoys me more when they don't make any sense with the lore like they are the illegitimate love child of Jaina and Thrall, a vampire and can fly.
We are not the heroes of the World of Warcraft. We are adventurers within it and truly do not control the outcome of anything. All we can do is play our parts and be the lead in our own story. Remember this when you develop your story and character's personality.