I am still amazed that people DON’T play RPGs this way. In Skyrim my character started off as a thief. Not as assassin or a swashbuckler, literally a petty pickpocket and burglar. I even used the console to decrease his size to make him more diminutive and less heroic looking. He had no weapons, no armor, just sneaking. Eventually he became a wizard and an assassin, but only used illusion and enchantment magic and still carried no weapons or wore any armor. He would assassinate targets by casting frenzy on them and having them attack city watchmen or their own bodyguards. By the end of the game he became a necromancer (using a mod for infinite undead summons) and a vampire, so by then was completely OP, but it was such a fun journey to get there. Only after I did all of that did I decide “well, let’s look into this Dragonborn business. . . . I can kill people with my voice? Well, that’s cute.”
I'm a completionist, so I have to do everything in the game and I'm not a heavy roleplayer... But I started making some actual stories for my characters to justify the completionism. My Oblivion character went through all the questlines, but he started as small fry criminal (in jail for getting into a tavern fight with some unfortunate results). He was the kind of guy who's always in the wrong place at the wrong time and then has to deal with what he got himself into. I did the quests in such an order so he slowly descends into villainy as he discovers the lure of power and begins to steer his life. Cliche, but it was fun to come up with why he'd go on all the quests not particularly befitting a petty criminal who just wants The Call to leave him alone.