The point of an RPG is in the name. Role playing. Regardless of that people thinking the power hungry megalomaniac with delusions of grandeur or the guy who sold his soul to an infernal knowingly are good puzzles me.
Yeah and an essential element of roleplaying is actually having an influence on the world surrounding you, which would definitely mean people closest to you first.
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Yes, selling yourself to a devil because you want fame and glory as a spoiled noble and constantly being a braggart and proclaiming how you will be the greatest while the obvious consequences of your hubris threaten you and everyone around you are very telling actions indeed.
Obviously you haven't really been paying as much attention as you claim (assuming by you asking for Gale's complete backstory in another thread).
He's just been beaten to the brink of death, lost his eye, lost his comrades, seen the village with lots of innocents burn. Then this woman arrives out of nowhere (well should have been a sign, but our boy isn't exactly the sharpest tool), promises him revenge, he takes her up on her offer, discovers she's a cambion later. He's at least trying to use his ill gotten powers for good from then on, doubting himself constantly whether or not that still makes him a good person - with bragging being just a coping mechanism really. And I'd bet my 2 cents it'sup to the PC to push him either way.