A fun, fun game - perfect for a break from D&D. Your character probably won't advance to the status of great heroes, but more likely sort of slide along. Even as they become more competent, injury and sanity will take their toll. But that's part of the charm - instead of becoming rich and famous, your bragging rights revolve around what kind of terrible situations you have survived - just like war veterans.
A common feature of the WFRP campaigns I have been involved in is that sooner or later the PCs seem to end up as fugitives from the law - even when that wasn't actually the intention from the GM. I don't know why, but it almost seems like a law of nature.
And to get into the proper mood, I can recommend the following two connected essays. They are about the 1st edition, but still valid:
How James Wallis Ruined My Character's Life Yes I Sank Your Barge
They capture the mood of the game very well.