I struggle to RP with my character, to formulate a background or a personality that would maybe influence some of the things he would - and would not - do. I struggle to purposely restrict some things when I figure it's gonna help survivability or equipment acquiration or something. I've signed up with the Companions, entered the College, use Shouts indiscriminately (apparently this is not the Way of the Voice). I figure "well, my character is the main hero, he could probably therefore do everything!" This can of course lead to a bit of a faceless and character-less character

About the only thing that really defines him - other than appearance - is fondness for two-handed swords, destructive magic, wandering the wilds hunting, smithing, not joining the Thieves' Guild and siding with the Stormcloaks - all of which are just my own preferences and ideas coming through really, not so much to do with the 'character' of my Dragonborn. I suppose that is a few things...but doesn't really feel like enough when I think about it.
I think I want to change this and add a bit more dimension to my guy.
What sorts of things do you lot who "roleplay" in a truer sense of the word do? How do you play? What kinds of things define your characters?