5. Tragic Life Stories are Not Interesting
This goes for slaves, furries, and anything else. Having a life story is worthwhile, whether it's grade-A tragic or as standard as yesterday's muesli- but it doesn't make your character interesting. One of the crappiest things I see around a lot is people sitting at the bar: they begin to cry: they get sympathy: they blurt out this whole tragic life story: they go off and screw whoever offered them sympathy. THAT IS NOT INTERESTING. It's just an extension of sympathy characters and made to screw characters.

Equally, having characters whose sole purpose and function is revenge because (and the player made all this up on the spur of the moment)- a big nasty evil person who was really their brother raped all the women of their family/village/city/planet/species, murdered all the cute little babies and enslaved all the men- except of course for our Hero who escaped, to seek vengeance.
THAT IS NOT INTERESTING. Sorry, folks, you'll have to try harder.
Try having a character who is actually interesting in the here and now. It might even be more fun.

6. Sympathy Characters Are Not Interesting
This includes, but is not limited to: characters with tragic histories, made to fuck characters, slave girls, orphan children, people who commit suicide every other day and people who drag their bloodied, bruised and bleeding bodies into the Castle at least once a week, obviously on the 'verge of death', and when they don't recieve the expected medical attention from a bored crowd of roleplayers who aren't going to lower themselves to interact with the unfortunate, then proceed to either recover miraculously or go OOC and call everyone selfish evil bastards.

Sorry, if you're going to bring a character on the verge of death into the Castle, mate, of wounds that no-one but their player has inflicted, prepare to have them die.

Also: Slave Girls. This is a pet peeve. If you really were a slave girl who had been whipped, beaten, brutalised, degraded and abused from the moment of their consious memory, would you really walk around looking sexy, buxom or coy?
If rape was used regularly against you as a form of discipline and punishment, would you really smile provocatively at every slackjawed Made To Fuck male you came across?
Okay, maybe you would, but there would be a whole lot more issues going on beneath the surface than are depicted in your average "I'm Such A Tragic Waif Have Pity On Me" character. A mentality like that of someone who's gone through experiences like that is REALLY REALLY HARD to depict properly in film, novels, songs and yes, roleplay. If all you're going to do is turn your 'slave' into a Made To Fuck character, don't bother. It's a painful area to tread in any circumstances. Don't lower the value of it by it taking it to such badly played depths.