There's a cool tidbit in episodes 108 and 109 that tell of O'Brien's character that's, probably often missed, thanks to the flow the show takes starting Season 3.
Long post ahead so, good luck.
Unfortunately, O'Brien gets locked up and then joins the good guy gang in the heat of action, which means most of our familiarity with O'Brien happens under pressure and duty; which is bolstered even further with how duty-oriented he is, as a character. With the whole mercenary shtick going on, he's pretty cut and dry. Serious, kinda brooding, in a way brutal.
But that's only one part of his character. Other parts of who he is are revealed to us (kinda), in Season 4, in his Duel against Trueman; where we get a glimpse into his insecurities, and his way of dealing with tragedies. This has also been showcased in his entire scuffle with Haou (the Supreme King), starting from the moment he fled, to the moment he helped bring Judai back.
In truth, O'Brien's character is shrouded in too much mystery, because we weren't allowed much time with him beyond what the show decided to give us. Despite that -- in his introductory episodes, there's something I feel that's important to address about him.
In Yugioh's general context, duelists who love the game generally tend to be good. Judai, despite outright sucking on tests, is the best Duelist in all of Duel Academy; better than anyone in Obelisk Blue across all years, and even crowned better than Edo Phoenix - a pro, picked by Pegasus as the 4th best Duelist he knows. This is because of his connection with his cards, and deeply enjoying Duels regardless of the stakes -- as seen even with his fateful Duel with Saiou (Sartorius). The exact same logic can be applied to Johan, who's been outright chosen by the Crystal Beasts, and is shown to be extremely similar in personality to Judai.
O'Brien is the best Duelist the West Campus produced. When he's introduced, we're led to believe it's because of his disciplined and harsh training, and his introduction sequence backs it up with how serious he is.
And yet -- something interesting struck me in his duel with Judai.
Mostly because we receive this Duel from both Duelists' points of view - and, mostly O'Brien's considering the surrounding narrative, we get a look into what both think of the other's style. We get their thoughts' flow and their plays.
O'Brien, in the midst of his mission to draw out Judai's power, found himself enjoying the Duel, enough to smugly think "just wait till you see what else I got", before realizing he's getting carried away by his own personal feelings.
As shown in the possible outcome O'Brien set, had he dueled normally and not under the instruction to let Judai win, O'Brien's trap card would have won him the duel. I'm not saying O'Brien is a better Duelist than Judai is; he did factually set Judai under pressure by holding Shou hostage. But, true to the "best Duelist of [X] Campus", we get proof of O'Brien's skill as a Duelist in this match. Not because he's disciplined or hard-working -- but because he loves the game.
Coming back to the point of Duelists loving the game being good -- Judai and Johan have both showcased great enjoyment from this game. O'Brien, through all the layers of toughness and professionalism he inhabits, is still a kid at heart. He's 17-years old, suitable to a 3rd-year Student on campus. And, he genuinely loves Duel Monsters as a game.
No Duelist would be thrilled to show their best in this game, if they weren't enjoying it. And that, I feel, is very important to stress. In the first place - O'Brien's main playstyle contradicts the mainstream, that includes summoning Monsters to shield your lifepoints. Despite an awfully unorthodox playstyle, even among unorthodox playstyles in the first place (as seen with Saiou and his Tarot theme for instance), he still managed to nab top spot on his Campus, and forced Judai to go all-out -- twice. Once as Judai, once as Haou.
O'Brien is a powerful mercenary character. He's got his set of beliefs and opts to stick to what he knows. He's not social, because mercenaries typically aren't. But, when the time calls, he really does want to play the hero. He's childish and excitable at heart, even if he's suppressed it through discipline and, well, falling in line with Professor Cobra.
In the Spirit World, he runs away at the first sign of mortal danger, uncharacteristically of a mercenary, after Jim is sent to the stars in-front of him. O'Brien also turns himself into the hero of a certain village. This may be done "for the greater good", but. With his clear signs of actually enjoying the game given, I cannot in good faith believe that he wasn't hoping to let himself be the hero.
Contrary to what you'd think, O'Brien is still very much a kid. A very self-suppressed kid, obsessed with an image he crafted for himself, following his Daddy's teachings. He idolizes his Dad, he idolizes the idea of a military man. But, and this is important specifically for his duel with Judai, he also idolizes heroes.
In truth, he can grow insecure very quickly if his belief system is challenged. He's not as stalwart as one might think. Like a typical teenager, he can be hot-headed -- enough to physically turn against his employer, at the first sign of insult to his Dad (which, I think is too rash for him, but I digress).
I'm writing this entire thing just to drive the point
That I see, that O'Brien just loves Duel Monsters. He's a kid. Plain and simple.