Sing "Strawberry Fields" a lot.
The title refers to graveyards, but you don't have to mention that... for a few years. It could promote great unease when this death-obsessed guy starts whistling Beatles songs and never talks about it. Heheh.
Or you could carry a little girl's skull around with you and call it 'Cleopatra'. And hold one-sided conversations with it. "What's that, Cleo?... No, I'm fairly certain he's not dead. ... Look, I'll prove it." (Draws dagger.) Maybe get a companion later on, a larger skull named Yorick. "No, Yorick, you're forgetting, you haven't any arms left. ... Of course you've still got ears. Where do you think the carry straps go?"
A little bit of sanity is a dangerous thing... the truly insane are very logical, but for their one misconception.