Sometimes it's fun to play with a character’s goals and dreams. To take someone who is looking into the dark and lead him back to the path of good. To explore the idea of cast systems. Perhaps to struggle for power and leadership.
Sometimes, the story arc of the dungeons just take you along.
Either way is fine.
If you come to some idea of a journey you want to make with your character - please make certain the GM is clued in - so she can present tests/trials/rewards to forward your aim.
A loose descriptor, a motto - something to focus this character and make him fun and unique.
Make out a list of three things your character cares about - and give it to the GM. This way, I can try and work elements in that will relate to your character.