Hi, while I think hero characters would be nice, I'd rather see entire flavour event stories. Heroes and villains are of course a must in epic stories. Sometimes you could be the villain and AI the hero. If I remember correctly, devs had plans to add adventures in the game originally, but they ran out of time. Now is the perfect time to do that! I liked the greek fire event line, and innocent proposal was really funny too, so in general, I'd like to have more events and adventures.
Rescue a princess from a mighty dragon's cave ( well, since Aztecs invaded Europe, then Dragons existed too, right? )? Hmmm, risky business, but if she's the heiress to the kingdom of X, it might be worth it. If you are a king, maybe that dragon captured your own daughter, and heroes from all around the Europe want to go and rescue her, and you could see how it goes. If you insist, we can replace dragon and cave with a villain and a tower or something

Also, if your spouse or relative is prisoner, no time better than present to go for a rescue mission. Pirate treasure map keeps a guy busy and depression away too, or if you own a coastal province, maybe you could turn it to a pirate haven? Just keep in mind, that your liege and neighbours probably won't like it too much, but who wouldn't want to be a pirate king? But then again, I hear there's a grand tournament nearby you could join too, where your skills and decisions decide how it plays out. Win several of these, and you'll become the next Lancelot or Black Knight, and your name will live forever. Your relatives also have ambitions you could try to help with. Maybe church career is your cousin's calling, so plotting to get him to be a Cardinal or even the next Pope would be beneficial for entire dynasty. Alchemy is obsession to some, and hunt for the holy grail for others. There's so many legends about Philosopher's Stone, that there must be some truth in them. Same goes for holy relics, and if you actually manage to find one of them, maybe <insert your name here>'s Holy Order could be created? If you are on good terms with the Pope, or he is your relative, he might create that Holy Order. That annoying neighbour of yours is richer than you, no problem, time to go do some raiding. Just make sure you don't get caught, or your son might have to start a rescue mission.
Adventures, witchcrafty, heroes and villains, more friends and rivals, and of course epic battle stories to tell for your grandchildren. Crusader Kings II: Epic Adventures DLC revealed....ehm, maybe I got a little carried away, but I'll preorder one in any case.