[RPG] How to stop playing to win

I too come from a wargaming background before I discovered P&P RPG, so I've been through this as well. A few pointers.

• It's a group thing. Wargaming is often one on one (or if you have a lot of time on your hands, multiple VS multiple). In RPGs you have several players who play alongside a DM. Note that you play WITH the DM, and not AGAINST the DM: roleplaying is a group thing. Your fellow players are not your rivals (unless you play something like Paranoia or Black Crusade), and you should not try to beat them to the reward or impede them in some way, since messing with your fellow players will sow the seeds of distrust and may end up destroying your group. Don't forget the social aspect: in RPGs everyone's on the same side, and should have fun together.
• Roleplaying is important. Some wargamers give their armies entire backstories, write stuff about their characters and paint elaborate banners displaying their history. Some wargamers do not do this, but that's fine. With roleplaying however it is pretty much required that you think about who your character is and what they do. If you're familiar with the concept of Your Dudes, it's kind of like that. And remember that combat is frequently NOT the best answer to a problem.
• The importance of one VS the importance of many. In tabletop wargames you have an entire army consisting of many units and characters, while in RPGs you usually (though not always) have only one character. This means that your character is NOT expendable, and unless you somehow have access to large groups of minions who do not object to being thrown into the meat grinder, your character's health is VERY important.
• The presence of the DM. The DM is, if they're not terrible, NOT your enemy. But they're not your friend either: they're here to challenge you. Sometimes with combat, sometimes with sneaking into a castle, exploring a spaceship or outrunning Shoggoths. The DM presents you with a scenario and has you come up with a solution. This leads to the next point...
• Not everything is set in stone, or the difference between Roleplaying and Rollplaying. The rules in wargaming are (I do hope) very clear: if you have a disagreement you roll a die and continue playing. In RPGs combat is well-defined, but there's a lot of out of combat stuff that there are often no rules for. Say that you need to get into a castle to obtain a macguffin, what do you do? Fight your way in? Have your wizard teleport you in? Sneak in during the dead of night? Strip to your underpants, paint half of yourself green, wear a feathery boa and act like you've got one hell of a hangover and mutter something about drinking heavily as you stagger into the castle past the perplexed guards? Or just clutch your butt and tell the guards that you really need to use the bathroom as you storm past? Good roleplaying has you thinking outside the box. Houserules are also more common in RPGs than in wargames, but they ALWAYS come at the DM's discretion.

• The effects of death. If you lose a wargame you shrug, pack up and have your army ready for your next game. In roleplaying this is not the case: if your character dies and is not raised from the dead, he's dead. This means that you can't play that character again (unless you're being passive-agressive with the DM and make Larry the Fighter the successor to Barry the Fighter, but I advice against this) and have to make a new one. This will eventually happen, so be prepared for this both mentally and with a new character at the ready (though it is smart to keep your stack of sheets with backup characters out of the DM's sight, many do not take kindly to the implication)

• It's not all about you. Sure, your character may be a badass, but there's an entire party of badasses. Know when you can shine and when you should not: let them do their thing and they will (hopefully) let you do yours.

• Build your character with care, and check with the other players. There's a difference between building a reasonably powerful character and minimaxing. The latter is often frowned upon, expecially if either it comes at the expense of the rest of the party OR it breaks the game system. But don't be afraid to play ruthless in combat: a smart DM won't be either. A smart dragon for example will not land and have Conan and friends chop his legs off: he'll just keep strafing you and breath fire at you until you die. Think of it like your first fight with Kalameet in Dark Souls.
• Most important: What does the group want? Do they want dangerous games? Silly games? Dark games? High powered games? Sci-fi? Fantasy? Horror? Superheroes? Cartoon characters? Wuxia? Star Wars? Talk to everyone before you get started, and they'll be forever grateful. The Same Page Tool is useful to gather up the expectations of the players as well.
• The DM is always right. If the DM makes a decision, you follow it. Don't grind the game to a halt by arguing with the DM unless it is something that makes you really uncomfortable: if you have problems with the rule you talk to your DM after the session's over.

I hope this is at least some help to you, and if you have more questions I'd love to hear them.