Okay, I'll bite.
I tend to envision my character as the Eternal Champion, an instrument of the gods placed into the world at the time of it's greatest need. He was the Neravarine, the Champion of Cyrodiil, and now Dragonborn.
Each time, he wakes up in possession of the body of someone condemned (who obviously won't be needing their body much longer) and set loose upon the world. He still remembers his own past, but not that of the body he possesses. He still knows about magic and swordsplay, but the new body has to be trained and conditioned for the activity before he can put that knowledge to work. As a result, he gains power very quickly, mastering in months what others dedicate their lives to achieving.
After accomplishing whatever it is he has been sent to do, he is allowed some peace and time to enjoy his new life for a few short years. But inevitably, he goes to sleep one night and wakes up, sometimes years or even centuries later as somebody totally new with a new task ahead of him.
I RP to a similar beat, but in a different manner.
As a player, I find it easier to immerse myself into a game if I place myself into the PCs shoes, so most of the characters I play are usually on some level a personification of me if I can get away with it. Instead of going for the "instrument of the gods", I've institued a kind of "quantum leap" mind set.
I've been an inner city thug, genetically enginnered super soldier clone, bounty hunting cowboy, space marine fighting giant space cthulhu's (now with multi-colored endings!) and everything else in between. Not to mention all the times I've been svcked back into mundus over and over and over again...