I'm not sure how others have viewed Mjalnar "Zagamesh" Gessenier, but he's probably the most difficult character I've played. The way I've always RP'ed him is as a man who's sensitive at heart but is also a man dealing with a lot of blood on his hands with no easy answers at hand. He's torn in all sorts of different ways so in public at least I think he can off as very direct, aggressive and confrontational. All the alcohol he consumes probably doesn't help either. I think a lot of his self-loathing tends to get projected outwards. The difficulty I've found is that he's practically the polar opposite of me, who's a pretty chill and relaxed guy, so I do sometimes worry if people take it personally when he's liable to chew someone's head off.
He also tends to put walls up even with those closest to him, so not many I think have ever actually seen the real Zag for all the facades he puts up. Sometimes even I get confused with what the hell is going on in that guy's head. Maybe he's just insane, who knows?
My other characters I don't have much issue with, since they don't carry as much baggage around with them.