Now, I'm a big fan of individual character development. But in the context of a game, that individual is also part of a team, as so explained by Robert DeNiro in this scene from The Untouchables.
Think of your GM as Al Capone right there. Because if you try to put your own interests above that of the other players, you might find yourself on the wrong end of a TPK in no time flat.
So where's the balance. I've talked about this in the past, so I'll try to add a few more notes on what to do tp keep things together.
First, I think it's a good idea to find out what kind of game your GM has in mind before you start playing. If you are used to chaotic evil pillaging and plundering and the GM has a more cerebral game in mind, you may not fit in with the game let alone the group. Figure out what your niche in the game should be before you start.
Next I would recommend creating your party as a group. Too often we have cases of players either having too much of one thing or not enough of another. Or someone being forced to play outside their comfort zone to fill a needed role. Trying to bring a bunch of individual characters together for a common goal works in fiction, but that's because there is only one person controlling everything. Figure out what everyone's strengths and weaknesses are beforehand and you can avoid problems in the future.
Finally, don't grief the rest of the group. Having individual goals is fine. Playing an evil character is fine. But screwing around with the people that are supposed to have your back just because you can will just cause problems. Keep in mind your GM is also part of the game and doesn't want his or her adventure torpedoed due to your stupidity. If your character has a hidden agenda that runs counter to the rest of the party, that's fine. But intentionally screwing over everyone else that came to play isn't.