If you thought Tony Sirico who plays Paulie Walnuts took his role way to seriously into real-life, and seemed just a teeny-bit arrogant, it may have to do with him being an actual criminal.
http://www.thesmokinggun.com/sirico/sirico.shtml

I found it delightfully funny, if you saw him on Larry King Live earlier this year, with Loraine Bracco and a few other Sopranos cronies, he lit and began smoking a cigarette on national tv in a recording studio no less (in this day and age). All his fellow co-stars looked at him nervously and ol' King started to mumble sheepishly, now that took balls.