Fiction has something of a zero sum element to it with regards to how much oddity a given audience can tolerate: you can have truly weird characters or you can have a strange setting, but not both, beyond a certain point.
Your audience will only sit for so much. Push them too far, they'll tip their collective hats to you and walk out. Thank you kindly, sir, but having that ridiculous character in a world where ghosts and leprechauns play canasta with cyborg sky whales? That's too damn much.
Or that's what my brain tells me. It's odd. My favorite characters I've written are largely in more mainstream-friendly forms. Stories what don't have wizards in them, basically.
I think my brain can only water so much lawn at the same time. Weird up one part of the lawn, the other part turns brown and crunchy. I'm not allowed to water over THERE because of genre, so I'll water the shit out of this part.
It's funny. Truth is way stranger than fiction. None of my friends would do well in a book about robots and unicorns. Readers would complain that they're too unbelievable, even though they just read a story about a battle between two sentient rainbow-gods and a badger commando squad.
I think it's because there's a dynamic at work here. When venturing into strange territory, you have to give the reader a place to pause and take a breath. A safe island, so to speak. You have a big and scary galaxy full of evil wizards and pirates, an enormous fully-operational battle station, then your hero needs to be a young man, fresh from the farm, so the audience can shelter themselves in his normality.
You have a Cohen story about a dozen or so fringe personalities, full of chaos and defections and insanity...Brad Pitt, playing a dimwitted jock, or George Clooney building a secret sex toy in his basement dungeon. Then, you should probably set it against a backdrop of relative normality, things the audience can contrast the movie against. Putting Burn After Reading's characters in Willy Wonka's factory wouldn't work. It'd be like wearing a camouflage prom dress to the hunter's ball: nothing would stand out. All the humor would be lost.
But that also works as a writer. The part of my brain which picks out bits and pieces of strange sorts of people I've known, all the professional wrestlers and ex-carnies and high-grade liars and weirdos...this part of my brain is also the part which engages when I have to conceive of a relatively-consistent fictional landscape. The more I put into a universe, the less mental space I have to create interesting people to put in it.
You can have all the strange events that you want, but there's a tendency to tone down characters when you do so.
I had a friend once, one of those people you itch to put into a book because no man like him should go unrecorded. We called him Hairy Bob With A Knife, because we knew many Bobs at that point, but he was the hairiest and he usually carried a big knife. Not out of any attempt to be cool or macho or anything like that. I think he simply found that having a knife at all times was useful, on a purely utilitarian basis.
He was about as much of a renaissance man as you could get: he could speed-read a book in two hours or less, giving you as much detail on what the book contained as you wanted afterwards. He was good at math, but could fix a car. He sang like an angel but could survive for a week in the wilderness with nothing but a piece of string, his favorite knife and a keenly-honed sense of sarcasm. He could quote Shakespeare. He regularly picked up dates from wrong phone calls. He was the originator of my favorite vacation plan: withdraw money from the bank, pick a random direction and then drive until half your money is gone. Then you drive back.
If you ever wondered what kind of a person would be a bard in a fantasy setting, Hairy Bob With A Knife was your man. Pretty good at just about everything, but not excellent at anything in particular.
I've been itching to write a character like him into a book, but stories are like rooms. If you crowd too many interesting people into them, sometimes you won't have room left for furniture.