One of the harder things in defining a character, is to not let the omniscience of the player trickle into the character--totally. There's a certain amount that the character just has to know, or working it all out through role play can make the game way too tedious and slow things down for everyone. But sometimes what the character doesn't know helps define who they are. It also provides an opportunity for interaction between characters as things get talked about and sorted out.
I try to use a few small things that are different for each character such as weapons they are familiar with (or not), and the points of view of different races or cultures. I gave Vogel a background of a busy mine where dwarves make and sell many things, some magical. I'm assuming they trade with many races. Therefore, magic is no big deal for him, and other races are at least tolerated (though he is wary of new-met elves

). But the most magic Maura ever saw up close before coming to Thel was a healing kit, and that was a really big deal. Most other magic was new to her. So were the summoned creatures of various spell casters.
Then I also try to limit what a character knows about NPCs presented by the DM - monsters and whatever. If they haven't had good reason to have met them or know about them, I try to not let them know. Then, they try to make sense of them in terms of their own race and culture. Playing them like that, Vogel and Maura will interpret -- and talk about -- what Iron Golems are very differently.
All that said, here's where it gets tricky. I would rarely go so far as to have a character, for example, run away, just because she was frightened of a new critter, thus endangering the party. But I could sure make her not like the critter or situation! An exception might be if she was so much lower level than everyone else that lying low might be better for the party - as in they wouldn't have to watch out for her and could concentrate on the fight. In that instance RP and good for the party might dovetail.
These are just examples. I'm not thinking about all this consciously as I play, so I have flaws in consistency, but I sort of have these ideas as background guidelines for my characters. And when I first roll them, I give some thought to what they will not know.
Helps me.