I am new to rpg and can't figure this: should I act as my character or should I be me - in sense of thinking and decision making. For example, what if I am a senior cop involved in something what appears to be un-natural case; as a cop I would be probably very skeptical; as myself i would already figure that something wrong is going on. Should I spend more time in office (as senior cop might do) researching or should i go around town investigating more? Should i use my personal knowledge on some hot topics that i am almost sure that senior cop would not know?

how important is to stay in the character? while i am ok with physical capabilities of a character; i am puzzled with the character attitude, personality, thinking... should I act and sometimes do something what i personally would not do, or should i be consistent and just me?

like i've said, i am new to rpg:) hope question make sense.