Don't have the character be some orphan. Play the child of a evil queen. Play the scion of a noble house that is throwing it all away. STRUGGLE. It's worth it in the end to play a struggle.
I'm not saying, "play a asshat." Or play a jerk. Nor am I advocating for that dreary, high school emo moan fest. But look for a struggle for your character. Have them fail to overcome them. Explore that. I think once it has been explored, then it's ok to get in a win.
This isn't a GM thing. It's a player thing. Struggle to overcome something internal in your character. Avoid the gut urge to have a character be perfect here and there and everywhere. Further, when bad things happen to your character, it behooves one to step back. One shouldn't identify their character as themself.
"This is Not A Person."This is a thing from Art I'm borrowing. The Belgian surrealist painter René Magritte painted a piece that in english is called "The Treachery of Images." It's a surrealist image of a pipe. Under the pipe, in french, are the words "This is not a pipe."
That's my point: your character is not you. They are fictive. Fictive people and real people, have only one difference. Other than physical realness, that difference is a trait players can exploit. You can reveal what they are thinking.
In fiction, one can see what a character is thinking. A character isn't a person. Real persons can't reveal their thoughts, not really. We all have no idea what others are thinking. We make guesses. We gather available information and assert certain things we've learned about others.
But we can't know. Our RPG characters, though? They are fictions. We can reveal what they are thinking. Because it's possible for us to do so. Communicate what a character is thinking. I'm not saying spend hours speaking monologues and sonnets about the character's internal motivations. But one could switch to third person. Narrate your character's thoughts, let everyone see what's going on. Ars Ludi had a great piece on doing that for story games, it's apt here too I think.
Struggles and TrustThe other part of this, though, is trust. I know it's hard to trust a GM. The GM's job is to provide complication, antagonism, danger and more. In that situation, then it is understandable to feel unwilling to trust them.
But trusting a GM is key. (Vice versa is true too, but that's a different conversation.)
A character should fail. And it isn't a mark against a player. In fact, a player should be finding ways to make their character fail.
Fiction is meant to be exploratory space. It has no consequences. None physical. It should be freeing to explore things you don't ever want to face in real life.
Some of the best players I've played with explore the fiction. They don't care about the consequences, because they know their character isn't them. They have fun, and don't worry about this week's quota of orc corpses. I aim for that as a player, and I think it helps.
Struggle. All the great stories are about failing most struggles. Then at the right time, succeeding where it matters most.