I can't imagine what the attraction is to playing a canon character. But I psychoanalyze too much and would rather I play characters that would react in a more "logical" way than what I see in some TV dramas, movies, and even the few books I've read. But I will never be able to relate to any canon character because I put so much of myself but also my ideals, aspirations, and even dreams into my characters because I see nothing in a canon character that I can take pleasure or even interest from.
But I've always been a dreamer and always put myself in any role I play (limited acting experience myself). When I watch TV, movies, musicals, etc. I imagine how I would interpret the scene and how I would react, even as that character. I don't believe it's possible to do that with a canon character. The Elphaba from one cast of Wicked will always be different from another Elphaba from another cast, but they will be the same, which can be an argument for putting some of yourself into a canon character. But I feel, with writing and RPing, when taking on another person's character without the creator's direction is disrespectful. I see it akin to copyrighting infringement or stealing art, even.
Absolutely, one can take inspiration from a character, be it a quirk, a strength, weakness, appearance, etc. But it's important to make the character yours and different.
But if you're an RPer that RPs characters very different from yourself, it might be a good exercise to play as a canon character or research other writers' inspirations for characters or psychological sheets of characters (if there are such things). But I still think it's important to create something "new" or "original" for one's sake of personal growth as a writer and creator.