In discussing the differences between several different games various members of my friend group and I am involved in, I couldn't help but notice that there was a common difference between the games the players all seemed to really look forward to, and the ones they just looked forward to. Now, this is not to say people aren't having fun in all of these games, or that any of them are bad games, but it is hard for humans to not have a preference and in discussing these preferences sometimes a common theme will emerge.
In this case, the difference was pro-activity. In the games where the players were having a lot of fun, and couldn't wait to see where the game was going next, the PCs as a whole tended to be pro-active. Presented with a situation they immediately got to work on trying to solve the problem or address the situation. The groups in the other games tended to be more cautious, taking time to observe the lay of the land and try to find a way to not cause problems for the group or their characters.
By nature this meant one group acted, the other group reacted. Put another way, in one game the players were very much in the driver seat, and in the other the GM is the one primarily driving.
Seen this way, it makes sense for those games with pro-active PCs to stand out more. For one, if the PCs are pro-active, that means there is less time of the GM just talking to people and describing events, and more time with people actually interacting and playing the game. For another, often the most crazy things that will happen at the gaming table is when a player throws a wrench into the GMs works and then everyone gets to see how things fall out.
Now some games and groups really like the 'play it safe' style of play, and I'm not here to say it is wrong. There are ways to play things safe while still being pro-active - i.e. pro-actively getting the lay of the land instead of waiting to see what happens passively. If that is how your game is working - or what everyone agreed to, have at. There's plenty of room for fun Black Trenchcoat Shadowrun games as there are Pink Mohawk ones.
However, by and large, I've never understood the player dread of a character getting into trouble or causing a scene. Those moments are when the magic happens.Those moments are when a dozen little things collide. They're the action sequences in a movie. They're the big crash in a Nascar race. They are, in a very real way, what makes the game fun and entertaining.
I can understand not wanting to lose a character, but if your character is never going to take a chance on something then why play them in the game? And if you do fear losing your character, talk to your GM. There are plenty of room for fun consequences that don't involve a PC death - and I don't know a GM worth playing with that goes straight from "you made one mistake" to "now you die" barring extremely extenuating circumstances - and those tend to be very clear.
There are no real world consequences for causing a ruckus in an RPG. There's no waking up the next morning hungover and bruised. There's no lasting criminal record. No one really gets their heart broken (at least, if you're playing right.)
So dig in, have fun, and play the game. You might just find you're having a lot more fun than normal.
Oh, but, before you just go and do that and start acting completely differently, maybe talk to your group out of character first. If everyone agreed to a super serious Black Trenchcoat type game, you don't want to go against the grain because you're bored. That said, there's still plenty of room to make bad decisions - or just make decisions - in those games and see what happens. And it can be just as fun, if not even more so.