So, I stay in, because it's my first time being a player (not my first time GMing, but all I've run before this was Star Wars Saga Edition, which I ran very by-the-book, but the players fucking loved it because I had good adventure ideas). This time I decided to roll something tough. I roll up a Lawful Neutral SPESS MEHREENS STR-heavy Cleric, wore breastplate and bashed in skulls with a big mace. I had the money to get full plate, but the DM said that full plate doesn't exist in this setting. At the DM's request -- not on my own initiative, at the DM's request -- I made him the nephew of what was basically the pope of this setting. I was more than happy to be just some low-level guy, but the DM wanted me to be related to the setting, so Alessander Remni became Alessander Remni Helmuth, nephew of Archbishop Helmuth.
Around the same time, another guy I knew from the same IRC channels joined in, as a dwarf fighter. First session, he mentions his full plate. I'm like "wait, I thought full plate doesn't exist in this setting", and the DM's like "he got a custom suit". If I'd known that was an option, I'd have taken it, and I imagine that the pope's nephew would have no trouble persuading a smith to do it, but I just took it in stride; I was out-tanking and out-damaging the fighter in melee combat as it stood with breastplate, so full plate was really unnecessary and not worth getting upset about.
No, what WAS worth getting upset about came later...