A lot of my creative works, inclusive of tabletop and video game design but also prose and narrative poems I've worked on, is the unifying notion of "The Horror of Heroism".
Simply put, if we exist in a world where some people are simply more important to the narrative of reality than others, it's going to take a psychological toll on either the protagonist or everyone around them.
Sit down and think about what it means to not be the prophesized hero; to have to live in a world of iniquity and wrongness until the "right" person shows up, and that right person ain't you. Think of how demotivating that is. Think about why we don't follow the "Great Man" theory of historiography anymore... and now imagine how terrible things would be if it were true. Think about what it means if you are truly, honestly, the only person capable of saving the world, and what that means about duty and the nature of the self; by no fault of your own, your life no longer belongs to you.
This is something I always incorporate into my campaigns; the players are special, the narrative revolves around them. That's not a good thing.
The end of my campaigns should leave the players feeling like they went on a drug bender; yeah they had fun in the moment but now they're going to need months if not years of therapy to process what happened.