Which character concepts are less cool to play than they seems ?
What about the idea which at first looks pretty cool but end-up at worst not bringing anything to the game at worst being boring to play ?
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Any sort of character concept that depends on witholding information from the other players is extremely difficult to do in a satisfying way.
The other players can easily not care about your mystery at all, making your secret just you and the dm making eyebrows at each other. Or they’ll care more than you want, and any sort of long-term intrigue goes out the window as the party drills into your character. Or hell, maybe they’ll be annoyed that you’re being so coy about your character, maybe they’ll find it shifty or frustrating or any of a dozen other things. And even if there’s the perfect level of investment and buy-in from everyone else, it still runs the risk of being a spotlight hog of a character.
So generally it’ll either have absolutely no impact, or it’ll derail the party.
Oh, and all of this goes for double if your secret is that you’re working against the party.
I've found this trope works best when all players know the secret, but the characters don't. If it's a cool, interesting secret, everyone can play into it and enjoy the dramatic irony.
I had it work masterfully in a limited game (one shot turned into two sessions) where everyone had a secret agenda. I took inspiration from one of the unknown armies one shots, I think.
I think because everyone has their own secret, and didn't know the other people had secrets, it worked out great. It easily could've failed though.
