I would suggest setting very specific and very personal RP goals. Instead of things like "resolving the Amarr-Minmatar conflict" which, obviously, isnt going to happen, more like "redeeming myself in the eyes of my tribe/clan/family/whatever" or "finding some kind of contentment as a Minmatar capsuleer" or "breaking away from my Minmatar heritage, and being okay with it" or whatever.
Ive found that despite EVE's grand scope, the best way to enjoy RP is to go small and personal. The people Ive seen who actually have impacted the PF, and thus the EVE setting, through RP have done it by telling personal, small stories about their character, and the world adjusting or expanding to encapsulate their story line and backstory.