Far and away the biggest social mistake roleplayers tend to make is talking too much and listening too little. This shows up in all kinds of situations, from spilling their character's entire life history at the first meeting with a new guildie. Before typing, a roleplayer must be aware of one's company and surroundings and decide if this is really the appropriate time and place to type out what you have at the tip of your fingers.
Personally, I don't mind if a guildmate says that he's actually a bronze dragon lost in time and trapped in the form of a lowly gnomish mage, as long as he's studied the lore and he actually makes sense. I do mind if he starts telling my all about this as a way of introducing himself, however. It doesn't make sense that his character would do this, and it breaks all my suspension of disbelief in his character idea. I would have loved to discover the truth of his character after knowing him a while, perhaps after becoming good friends and having been able to guess at some things myself. I'm sure such a character could have lots of reasons to do things in the Caverns of Time, and adventures there could lead to some interesting roleplaying experiences.
One time a player and I were chatting along nicely when he suddenly began to whisper me out-of-character about how his female priest had once been a man, but for some reason had gone through a magical sex change. I don't mind so much that he wanted to explore transgender issues in roleplaying, but I do mind that he didn't let me learn these things at my own pace, and in a natural way.
The mailbox can be a dangerous place to stand. You've heard of naked dancing night elves, but too often I see people carrying on a romantic love affair while I'm trying to receive my auction sales. I can surely appreciate how nice it is to be in love, but I really don't need to know about how she rests her head against his muscled chest and all that.
Azeroth is a world with only three volume levels: whisper, say, and yell. Keeping these limitations in mind, a good roleplayer should make sure that whatever he says is appropriate to the place he is in and the people that can hear him. This is particularly important in the case of other players who wander by in public areas, but some people also like to treat NPCs as if they might also be listening in on a conversation.
Either way, being more aware of the environment also lets you take more advantage of it, using boxes, food or other items as props in your roleplaying, and creating a deeper sense that your characters live in their own real world. It also lets you show different sides of your character depending on different environments you share with others.
Some people call it the "Norm" effect -- it really matters to you when everyone knows your name. You can do a great deal to make people in your guild or circle of friends feel welcome just by saying hello to them every single time they come online. This shows that you care about them and it also creates an atmosphere where people are more likely to start roleplaying together, rather than just going separate ways and doing their own thing every time.
It's also important to not merely say hello and then leave it at that. A roleplayer needs to make an effort to invite other people to roleplay, not merely wait for others to do so. Many of us fall into the habit of only chatting a bit in guild chat while we do our daily quests or fight in battlegrounds, which leaves other people feeling that we don't really care about getting to know them. Just like talking too much can be anti-social, talking too little can be almost as bad. The people in such a community have no right to complain when feelings of warmth and friendship start to dry up - a community of silent people is hardly a community at all.