A friend once told me that you get good roleplay out of bad rolls. It is a good thing to keep in mind. Characters who win and succeed all the time are boring. There is a reason John McClane and characters like him took over the action movie genre over the action stars that preceded him, and the reason was because John McClane - in a RPG sense - rolled bad from time to time.
Yes, overall he succeeded, but he had moments where he failed. He also had moments where he made genuinely bad decisions and no one gives the character crap for it because while they are bad decisions, and they are certainly painful decisions, they don't read as stupid ones to the audience. Why? because we know why he is making the choices, and in general we agree with the need for them.
Now not being afraid of bad rolls is easy. But how do you make a Bad Decision and not a Stupid Decision?
First, understand this: the main difference between a bad choice and a stupid choice is a matter of perspective. The audience - other players - need to be able to see things the way the character making the decision does - whether or not they agree with it - as a key point.
Beyond that there is one other major and important decision: when it comes to playing in an RPG a bad decision makes things more interesting, and tends to make things worse for your character. A stupid decision just makes things worse and tends to hurt other people's characters.
A bad decision is your character deciding to go back and try and find a friend, making the other PCs decide between leaving you, joining you, or waiting for you to come back. You put yourself in danger, give the other PCs a decision point, and drama unfolds from there. The game is more interesting from this as there is room for all sorts of wonderful character development.
A stupid decision is being in the Cave of Wonders from Aladdin with your group, knowing how it works, and instantly going to pocket tons of coin without any GM prompting - disregarding the other PCs and all the information gleaned and the needs of the game - because why not?
A stupid decision is starting a fight in the middle of a hard earned negotiation attempt because you're bored, screwing over all the efforts of the other PCs in the process.
A stupid decision is wasting the Ring of Wish needed for the campaign because you think it'd be funny to misuse it on something frivolous because your character wouldn't think to correct their wording.
Now the messed up part of this is that almost any stupid decision could just be a bad one in the right group, with the right people, and with players all looking to do this thing. It changes from table to table. It takes knowing how your group is playing. But the end effect is the same.
You want to make the decisions that make the game more interesting for everyone, make things fun, give decision points, and can lead to good RP or fun encounters.
Don't do things just to do things. Try to make the game more fun. And if you're not sure if something would make the game more fun and interesting, or just make things annoying and harder? Ask. Ask out of character. See if people are interested in trying out how you see things going. If they say no, respect it. Find a compromise that stays true to your character, but doesn't piss off your fellow players.