One of the more appealing aspects of "pen and paper" role-playing games is that they can vary greatly in tone. Some characters, such as Jareth--whose story I mentioned above, are built for gritty realism, fighting in a harsh world for a chance at ultimate redemption. Meanwhile others might be Keebler, the psychotic elf who snapped after making one too many cookies. Both types of playstyles (and the many other directions that the game can go) can be quite entertaining … as long as all of the people playing are in agreement about the type of game that they want to play.
Mixing playstyles can also be interesting, and can lead to some interesting trope reversals; however, it can also lead to a great deal of frustration. That there is the delicate balance that needs to be met in running game sessions: the game needs to be enjoyable for everyone involved without getting too out of control (although, that can be fun too). The goal is to have a reason to keep bringing friends together to play in their shared imaginative experience.