I don't know if I can answer this; the answer's too big to pin down. The best I can do is break it into three vague areas.
Storytelling and exploring storytelling is huge important to me - I truly am Pratchett's Pan narrans. Roleplay is an exciting way to tell story and has helped me understand how to shape the story of characters within who don't speak to me so well by sharing story with such characters played by other people.
I don't have a huge amount of confidence in public speaking. Debating with friends on a topic I'm passionate about is fine. Standing up on stage having memorised a script is fine. Presenting something to people at work - even people I trust, like and respect? Raising a complaint in a restaurant? Haggling at the market? Nope, no way. And that frustrates me. I don't know where to begin with these things, and even in roleplay have generally looked up in horror when asked to roleplay such interactions, begging to be allowed to rollplay instead (it depends how tired I am, but the more tired/stressed, the more likely to want to cry instead of try). It didn't help that a few times I'd roleplayed things that my character would be good at but that I, with no experience, got totally wrong and rather than helping me out the GM would punish my character for it, with the support of the other players. *Sigh*. Strangely enough, don't play with them any more. Still, it's taken a lot of work to convince my current group that offering suggestions to another player when you're real-world good at the thing their character is game-world good in when your character is game-world terrible at it isn't cheating but is actually really sensible: it helps you build your real-world friendship and helps transfer that knowledge!
I created Solomon for Deadlands ages ago, but she's a talky character so I didn't want to play her until I was more confident. You may have noticed I'm now playing her. A year or so ago, my Aberrant group switched to Exalted and, having started to develop confidence due to finding a job I love, I decided to capitalise on that by playing an uber-confident character with a focus on social rather than physical combat - the Exalted system for that working well, in my opinion, to help build my experience up. It's worked: Taji is a joy to play and I'm getting the hang of taking charge, making decisions and bluffing my way through when I feel anxious. Enough so that I decided to play Solomon after all when we returned to Deadlands. I even haggled at the Christmas market last year.
So I love the opportunity roleplay gives to develop parts of yourself in the real world.
Finally, we cycle back to my response to the last question in last year's RPGaDAY: favourite non-RPG thing to come from RPGing. It has to be friendships.