I have a Tiefling Warlock character that I think I would like to worship Vecna, to uncover more secrets of her pact and unlock more power. How would a character like this refrain from falling from this moral tightrope, into evil. I have also considered worshiping a group of gods, perhaps the Raven Queen, Vecna and Corellon?
[RPG] How would an Unaligned Vecna worshiper refrain from being/becoming Evil
Dungeons & Dragons-style Alignment is not cut out for this
The characters in Game of Thrones are almost as complex as real people. Real people cannot be put in one of nine little boxes and call it done. Alignment in general is extremely problematic for a lot of games, but this one especially so. It’s just far too simplistic to handle a “mature” game with any depth. Remember, the system was designed for straight dungeon-delving with little thought for more complicated campaigns. As such, you should not be labeling characters with cute little two-word descriptions like “Lawful Good” or “Chaotic Evil.” You’ll pretty much automatically fail to achieve a complex world full of realistic people with deep motivations and reasons for their actions if you do that.
If you are running this in a system that, like Dungeons & Dragons, has mechanical alignment, you’ll need to handle that. I’ve discussed doing that a few times; this answer sums up the options I see available pretty nicely (and also goes into some more discussion of why alignment is limited).
That said, some thoughts on how those who care about morals can get along with those who don’t, or even those who actively flaunt them for the sake of flaunting them.
Enemy of My Enemy Is My Friend
The classic reason: both Good and Evil face some serious external threat that they must face together. Plenty of Evil has no interest in seeing everything destroyed, or, for that matter, in seeing everything dominated by some other Evil force. Dungeons & Dragons has several examples of these, such as the Blood War (archons, creatures of pure lawful-good-ness, have at times fought alongside the lawful-evil devils against the chaotic-evil demons), and then when the illithids suddenly appeared (which caused the Blood War to stop and potentially had celestials, demons, and devils all fighting together, though that did devolve into bloodshed among the allies).
No One Is Beyond Redemption
The Good guys tolerate the Evil ones on the basis that they can redeem the Evil ones. The Evil ones hang around because the Good guys’ quests (and their rewards) are valuable to the Evil characters. Order of the Stick uses this heavily for Belkar, who is not at all picky about who he cuts up, and the Order provides him with plenty of relatively consequence-free victims. The rest of the group is aware of this but they have some hope (not unfounded, either) of reforming him, or at least preventing him from getting worse.
Evil Can Be Loyal
An Evil character isn’t necessarily a sociopath with no regard for anyone but himself. He may have values and friendships and relationships. He may be Evil because of his methods and his intentions, but that doesn’t necessarily mean he’re a bad guy. This is especially true in the case of simplistic D&D alignment, where you can ding “Evil” without doing anything that strikes a lot of people as horribly evil.
Barring in mind that in Pathfinder, and D&D as a whole, Good and Evil are not just concepts, but measurable, detectable, fundamentally defined forces of the Universe; such acts will draw attention from extra-planar beings.
Setting aside what the player/character has said to other players/characters, ask the player what his character is truly thinking he is doing. Is it simply because they are evil, and that is how the world works? Is it because he just wants to kill, and evil creatures are justifiable targets in the grand scheme? Or does he actually feel that allowing them to exist will only cause destruction and mayhem, and any blood they spill will be on his hands, metaphysically speaking.
If the first, either explain to him that is not how it works and continuing to do so will have consequences, possibly both through alignment shift and in-game NPC interaction. One example would be shopkeepers and merchants refusing to do business with a cold-blooded killer or anyone they associate with, thus impacting the entire group. Maybe the local constabulary has a "reward" for the character that has to be claimed in person, that is actually a pair of manacles and a jail cell.
If the second, have a devil, or other Lawful Evil outsider, contact him when he is alone; either on watch or in dreams, est. Have them make promises of power and reward for not only continuing his actions, but convincing others to copy him. This provides the opportunity for role-playing an individual with real issues. If you are not comfortable with actually giving him anything, have it be hallucinations to further drive home the point that what he is doing is crazy.
If the third, have a Good aligned NPC or outsider make contact and explain that while they appreciate the intentions, and applaud the effort he is putting in, he may want to dial back the zealotry a tad, maybe include a story or proverb about a historical figure that underwent a similar campaign. Or, instead of requesting him change his intensity, have them ask to change his directed target. Gobins are bad, but nothing compared to the demon-summoning, undead creating, walking personification of Evil that is tyrannically ruling the kingdom to the [pick direction] and is gearing up for invasion of the party's current location.
In summation, talk to the player, and act accordingly to his response.
The D&D gods are a pantheon
I'll get into Vecna's personal issues later and how they make this weird, but a common mistake in trying to get a handle on the D&D pantheon is forgetting that pantheistic cultures have much more complicated relationships with their gods than monotheistic cultures.
A Norseman might have felt particular kinship with Thor or Freya, but he would not have spurned Odin; each god has some part of his portfolio which is relevant to everyone at some point in their lives, usually frequently. You'll pray to whichever god is appropriate at the time: for rain, safe travel, health, revenge, insight, courage, finding your glasses. Whichever god you find yourself praying to more often, you may consider him your patron or that he's "your" god, but it's not an exclusive deal.
Even a priest of Osiris isn't going to begrudge Thoth a prayer if it's appropriate, so your character considering three gods as his patrons? Isn't too far-fetched.
Vecna probably failed kindergarten
Here's where the real-world cultural analysis breaks down: where Loki is gonna be helpful or not depending on which side of the bed he got up on, the D&D gods are a bit more predictable: evil is evil (my alignment rants are happily irrelephant to this answer), and some of them --like Vecna-- got "Does Not Play Well With Others" on their daycare reports all the time.
It's hard to ignore "Oppose the followers of all other deities so that Vecna alone can rule the world," and I don't think you should try to. Just as you don't have to devote yourself to one god at the exclusion of all others, you can say "That Vecna guy really gets how I feel about knowledge" without buying into his manifesto. This could be an interesting and compelling source of inner and outer tension for the character, especially if he's also following the teachings of a goddess who probably froths at the mouth a little just thinking about Vecna.
This sounds like a great idea to support a deep and round character concept
With the Raven Queen's ideas about fate and death balancing Vecna's rabid egotism, and Corellon providing a counterpoint about beauty in all you do, you've got a really dynamic tension going. If it were me, I'd probably have the character feel Corellon and the Raven Queen are better spiritual advisors, and turn to Vecna for more practical "how to use secrets" pointers while doing his best to avoid the attached dogma.