You're kinda right. Everyone is special, that's the problem. There are too many Mary Sues, and not enough believable characters.
I try to make sure my characters are out of the ordinary, but still have faults and problems enough to make them interesting.
The only person you're impressing with a stupidly special character, is yourself. Masturbation basically.
Try ganging up with some people and roleplaying a believable family, like, five brothers or something like that.
Try roleplaying a realistic romantic relationship between one of your characters and someone else's.
Try not playing the Order.
Try giving all of your characters a crippling fault or a negative aspect to their personality.
Try being, I dunno, more normal.
Try making a good character, than killing them off somehow, an execution or a lost battle for example.