Every time I have ever played D&D, I played only my own character. Is that uncommon?
For me it gets really tedious at high levels when you have to manage spells, magic items, combat options, special abilities, etc., for every single person in the party. I tend to just not use them at their full potential most of the time. I suppose the turn-based system makes this a little more manageable, I don't know as I have not bought BG III yet.
Narlen Darkwalk is a thief in Baldur's Gate City. He speaks the thieves' cant, and you don't control him but he does do a couple heists with you.