An insidious demon
Many of us roleplayers hear the horrific "Call of Mary Sue" within our minds without even realizing it: "What is it that will set you apart from all the others?" she asks us in her sultry voice. "What makes your creative expression better than theirs?" Mary Sue thus infects and inflates one's ego until she is ready to hatch, then burrows her way into a person's brain, and once there, begins to spin complicated webs of melodrama, cliché, and super-sticky wish-fulfillment about the mind of its host. These webs are especially dangerous in dark and damp places of the mind which have only been exposed to bad television programming, cheesy Hollywood movies, and the surface level of classic fantasy fiction. They mix and match a few of these elements together in order to create the semblance of complete originality, when in reality they are mere imitation.
It is important to remember that even experienced roleplayers who have read lots of good stories and thought deeply about character development are susceptible to unwitting possession by Mary Sue. In fact her easiest victims are those who believe they are immune to her influence. Otherwise capable roleplayers can go for ages without realizing that their character lacks originality and plausibility, and can sometimes use their breadth of knowledge about lore or storytelling to help them find excuses to play a trite character. Mary Sue is a threat to anyone who wishes to be creative, especially within the context of fan-fiction and roleplaying.
The path to freedom
Indeed, to be truly Mary-Sue-free, a roleplayer must embrace a humbling reality: your character is not the center of the Warcraft universe. He or she is a footnote, a side-story, one of those people shouting in the background, the one whose face you can see as a kind of blurry fuzz for half a second in the upper left corner of the cinematic screen. Whatever stories your character has to offer to the world will neither be earth-shaking nor extraordinarily climactic, nor even necessarily interesting to anyone except you and your circle of roleplaying friends in the game.
Although your character is just a small participant in the overall Warcraft story, yet this is where your greatness lies. Your character is intertwined with all the other characters in your circle of roleplaying friends, each one of you mutually dependent upon the others. By exploring these connections between people, developing relationships, getting along and doing things together, you flesh out the world behind the big climactic story that Blizzard is trying to tell. As all the canon characters from Arthas to A'dal go about changing the world completely outside of your control, it is your character's being there, doing things, and reacting to it all that makes their story meaningful. If there were no regular Blood Knights, for instance, who would care what happens to M'uru and Liadrin in the upcoming Sunwell patch? If you roleplay a blood elf paladin character, this will affect you, and your response to it will be what makes it a real story for you.
Dancing on the brink
Now, having said all this about the danger of possession by Mary Sue as well as the proper insights for removing her from your mind, there are some exceptions to the rule when loose relationships can be made with characters in the Warcraft lore, especially where there are gaps in the lore which you can fill to your character's advantage.
I use PetEmote to make one of my hunter's pets talk, for instance: Squakkar is a "spoof" character created to make people laugh, but I still tried to take advantage of a hole in the lore to make him plausible. Outwardly he appears to be a red Outland wind-serpent, yet actually he is a third cousin (twice removed) to the blood god Hakkar. Very little is known about Hakkar and his ilk (except that he has "sons" who look very wind-serpenty) -- so I see a bit of creative room there to make something up. My pet is a blood god wannabe; he threatens to drink people's blood a lot, and flaps his wings about to try and look scary and impressive, but really his ego is about 5 sizes too big for his body. The Aldor caught him sneaking about Outland after the fall of his more powerful cousin at the hands of some intrepid adventurers. They handed him over to my hunter character with a special collar about his neck that grants her some control over him -- to make him attack, cower, and most of all to make him shut up when he gets annoying.
Now obviously some people who roleplay with me and Squakkar don't appreciate my sense of humor, and they may think I am possessed by Mary Sue. I don't think so: I never would have claimed my pet is Hakkar himself, since there's obviously no way a powerful blood god could be tamed by a mere hunter. But the Sons of Hakkar in Zul'Gurub can be tamed, so it stands to reason that maybe third cousins of Hakkar (twice removed) could be tamed too. But for anyone who still thinks it's a bit much, I can just choke Squakkar a bit and get him out of anyone's way. A proper character of any sort should have such an "emergency exit," so to speak, which gives you some plausible reason to step into the background and stop annoying people who don't appreciate your style; and this is doubly true if you think you can get away with veering close to the edge of the Mary Sue possession zone.
The most important thing is not so much who or what your character is, but how you intend to make use of your character in your interactions with other people. If your character is driven primarily by a desire for attention, then people are going to reject it as a Mary Sue, no matter how plausible it is. But if you sincerely just want to play your own part in creating a fun atmosphere, fully ready to step in and out of center stage as appropriate, then chances are people will help you improve a clichéd character so that it is more plausible and enjoyable for everyone.
[Thanks to Taylor for the topic suggestion! If anyone else has a suggestion for a topic, feel free to send me a note.]