I'm in agreement with [@ArenaSnow], particularly in the sense that we need more context (not that they're wrong about the other stuff -- just that sometimes rushing ahead might be appropriate behaviour for the characters and - generally speaking - role-playing a character against their personality for the sake of success or survival is 'power gaming' and generally bad writing).

Are you talking about a Tabletop campaign that involves dice, or a more writing-orientated role-play? The sort of tips and tricks that could be detailed to you will change drastically depending on the type of role-play you're taking part in, and I'm not only talking about the example I just gave. If you'd like advice, getting more specifics about the type of role-play is useful -- otherwise all people will give you is a textbook 'don't do anything stupid' or 'think ahead' one-liner response.

Edit: Since the opening poster hasn't seen this post yet, I figured I'd add this here instead of post again. I can understand why someone would want to know this sort of thing, since building and developing a character's very important to role-plays and - frankly - those who actually give a shit about their characters probably won't have much interest in a role-play if they know their character could be killed at any moment and then they're expected to just replace them like a lifeless pawn. That being said, there's little advice that can be given that'll apply to [i]every[/i] situation -- hence why I asked for specifics.