“Of course it's not always that simple. Every game will have a different set of secret special roles which each have different powers for every player. Some help you get away with murder more easily, some help you survive, and some help you catch the culprit. Then you have the ones that just encourage you to dick around. I like those ones.” ~ Introduction
Although you could have a Killing Game without roles, roles make things more interesting by giving each player different attributes that can aid them, make things more challenging, or just cause more chaos overall for everyone.
Typically roles are only seen once as part of the fun is trying to guess what the extent of someone's strange abilities are if you notice something strange going on, but it's a good idea to look through the roles that have exited before to get an idea for new roles for your killing game.