The fun stuff is a relatively similar topic, but whatever. I do suggest you read it, there are some pretty funny stories there.
Not a funny example (nice start for the topic, eh? ), bu once I got into a big argument with our GM because he somehow didn't expect me to play my lvl 1 heavily armored cavalryman ... as a lvl 1 heavily armed cavalryman. See, we started on a ship, which was promptly attacked by pirates. Of course I couldn't use my horse and lance on board, but that's what sword 'n' board training is for amirite (though in hindsight I should've gone back to my cabin for the shield)? Acting like a true overzealous trigger-happy lvl 1 moron, I charged the nearest pirate which just so happened to be the captain with the first mate right next to him.
Long story short, in the end the GM demanded to know why I didn't do something smarter instead, like for example not fighting (as above, inexperienced character is inexperienced), , running away (a member of the local army hiding in his cabin, uh-huh), joining them (as said + I'M HEAVY ****ING CAVALRY DUDE).
So yeah, that story died at it's birth.