One of the best episodes of Avatar: The Last Airbender, "The Avatar and the Fire Lord," takes place almost entirely in a flashback to the previous Avatar's life, detailing Roku's mastery of the elements and his tumultuous relationship with Fire Lord Sozin that lead to the Hundred Years War. It serves as the audiences' greatest insight into Roku's life and character.
Compared with everything we know about all the other Avatars, this episode reveals an interesting detail: Roku hardly ever used his native element. Not only is this odd for an Avatar, but it may hint at a deeper relationship with his nation and his element that adds depth to Roku's character. Could it be that Avatar Roku hated firebending?
One would expect that a Fire Nation Avatar would feel most comfortable firebending. Even though the Avatar is destined to become the master of all four elements, most still seem to primarily prefer that of the nation they were born into. That certainly holds true for Aang, an airbending prodigy who not only used the power on a casual basis to assist his movements but who heavily relied on it in combat. Kyoshi used Earthbending tricks more than any other element, while Kuruk and Yangchen are seen almost exclusively using their native elements. Even Wan, the first Avatar, used his native element of fire more than the other elements.
Korra is almost an exception to this rule, but she's still clearly comfortable waterbending. Korra's use of water more comes down to practicality and availability, with her more offensive style favoring the other elements for their strength and easy availability. When it comes to Roku, however, the total number of times he's known to have firebent outside the Avatar State is only twice. One of those two times was while throwing out a huge wave of fire consecutive with waves of the other elements to demonstrate his mastery of all four elements.
The only other time Roku is seen firebending comes before he even knew he was the Avatar -- while training as a teenager with his friend Sozin. Known as the Fire Prince at the time, Roku and Sozin shared a few laughs over a sparring session before the future war monger took advantage of Roku's unstable base to throw him off balance and win the match. Even from the start. Roku didn't seem very comfortable with firebending, and his souring relationship with Sozin may have affected where it went from there.
By the time he was a fully-fledged Avatar, Roku displayed far greater comfort with earth and air than he ever had fire, utilizing both in his duel against Sozin when he delivered his ultimatum about the Fire Nation preparing for war. He employing both earth and air heavily again in his battle against the volcano.
What is notable about these being Roku's favorite elements is that they're both tied to deep friendships Roku held. Roku's friendship with the Air Nomad Monk Gyatso was so strong it could "even transcend lifetimes, "while his earthbending master Sud was introduced as "uncompromising, stubborn, and blunt... and a lifelong friend." Roku's waterbending master receives no such description, and notably Roku waterbends almost as rarely as he firebends.
Roku's use of his native element is less like any other Avatar and closer to the deserter Jeong Jeong. The firebending Roku demonstrates when possessing Aang is more akin to Jeong Jeong's as he defends against several Firebenders' attacks. Jeong Jeong was outspoken about the importance of controlling and containing fire given his avowed hatred of the dangerous art.
It seems pretty apparent that Roku felt more comfortable with the elements he tied to close personal friendships. Firebending, shared with his oldest friend who became embittered into his worst enemy, must have felt almost painful to Roku on an emotional level. Much of Roku's life remains a mystery, but if such details are to be believed he may just have one of the richest and most interesting psychologies of any Avatar.