I remember watching the DVD commentary for Princess Bride. William Goldman, as I recall, said something along these lines (I'm paraphrasing):
There is nothing on this earth that moves me as much as stupid courage.
The most fascinating thing about roleplaying is that is allows for rational irrationality. That moment that occurs every once and a while, when we stick our neck out and do something that seems risky, something that seems crazy, but we just know deep in our character's imaginary bones that they have to.
Lest you think I'm going to ask you what your character would die for, please don't worry. Deciding in advance the way you want to go out probably not as helpful as simply considering: What does your character love?
It might be money, it might be power, it might be a place, it might be a person, it might be a cause, it might even be themselves! Whatever it is, when your character's desire toward this goal
starts to override their common sense, the game becomes incredibly fun to play (and fun to dm for).
So, whatever it is that your character cares about, you should feel good knowing that
having that extra dimension will make your game so much