Short story: I look upon myself as an npc who is not the dragonborn or any hero of any kind. A unique nnpc who could for example have been one of the people you killed in a bandit camp. (comic sans for you, lazy man/lady)
This is what I do:
I rp as a character that lives in the 4th Era, year 201 (and obviously many years after that as well, if they aren't dead ofc) and I chose not to think of myself as the Dragonborn, Harbinger, Arch Mage, Listener, Thieves guild leader, Thane or any kind of extremely high ranked person or chosen individual. I chose not to make a story that involves Helgen or any other way that crashes extremely with the Dragonborn. I usually make up a story that I was already born in Skyrim (and never is and oustsider/prisoner), traveled there or heard rumors of dragons and such. My story has already started before the events of Helgen and I usually just wipe out and put it as "non-canon" for my character, because I'm forced to be there.
Why do I chose to not be the Dragonborn, a Guild Leader or the hero everyone need? Because I'm not and I don't feel like my character is mine if someone calls him Dovahkiin/Dragonborn and put names on me and make me a person who is famous in all the places where imense lore about the nords and Skyrim is found. I feel like the Dragonborn is already a person, the nord in the background of this forum. That is who the Dovahkiin is to me, a nord with a mission to save the world (lame, but that's kind of how the Nerevarine (a dunmer, imo) was to me, and how the Champion of Cyrodiil (an Imperial) was as well). I look upon the Dragonborn as a person that I'm not, but I live in his world without interacting with him. I have never really felt that I'm the hero and that I was the Nerevarine, the CoC or the Dragonborn when I read lore about them. I think of them as characters (repeating the same over and over again, but this is important) that I can't be, but I understand that some chose to think so. I'm not saying Bethesda did a bad job (they did an awesome job), but that's just how I, I guess. If I roleplay a nord I might do some parts of the mainquest for a certain item (the ox head for example!), but even then, I still think of my self as a lone wolf who likes to hunt deer and elk to "survive" (yeah, even though I just kicked the ass of a demi-god/dragon thing called Alduin). I like to think this way, because I really want to write a fan-fiction or at least do something with the character that makes him someone who doesn't collide with lore. And with an attitude that says that I'm the hero then he can't be a unique person who for example died at the hands of a troll.
These are my loose rules:
- I don't use shouts (I never really like them or the Dragonborn lore that much. I don't hate it, but I'm not a big fan of Man-dragons and shouting)
- I don't use artifacts that the Dragonborn (not me) probably have in his chest or inventory. I don't use Aedric artifacts like Auriel's Bow and Daedric artifacts like Spellbreaker or the Wabbajack.
- I collect as much as possible, but chose to think that I don't actually have them in my possesion, in my chests or whatever.
- Don't take everything that happens to you as a part of your characters lore/story. Forget about Helgen, forget about Alduin, forget about the day you killed Lord Hufflepuff the Mighty.
- Find other ways and try to ignore as much "Hero-stuff" as possible, unless you want to aquire a certain item.
- Make up a good backstory, age, name and look for your person.
...and that's it! If you read all this, then I salute you and there will be cheese. Not yet, though.
So, what do you think, fellow forum people?

People often say: "Here's my dragonborn!" or "Here's my arch mage Lord Snackfilter with his thieves guild armor". When, I think about it, though...I haven't said a word about it myself either so that's probably the reason why I don't hear too much about them.
And you can do some of 'hero stuff' and still be normal guy, If you do it as a team of semi-professionals. Bringing down dragon single-handedly is hero stuff, but bringing the same dragon down as a team is not a big deal, just a normal day to day job