Players say the strangest things. And sometimes, as the GM, it's our fault for not setting clear expectations.
I recently started a new campaign. I sent out the elevator pitch and everyone was on board. Folks started pitching character ideas, and one of them included the line "Oh, and he's a serial killer."
I squashed the players hopes and dreams, and immediately sent an email to the group saying, "In case I wasn't clear, your characters should all be 'the good guys'."
I'm all for letting players explore interesting story ideas and plumb the depths of a character, but even I have to draw the line sometimes. I think the issue was that I hadn't made it clear what sort of game we were playing (good guys) when I gave the pitch. Thinking about it later I realized that it might have been possible for someone to think that a deeply disturbed person who has a drive to murder other people would be a fine character for this particular campaign. If they stretched what I said to near breaking, or they had played in games where this sort of thing was pretty common.
It never fails either. You start the planning phase and there is one player who drops a concept that is either really on the bleeding edge of not quite right for this game or that violates some of the ground rules. Years ago I was a player in a super hero game where the GM said "No aliens, no children of gods" One player's first concept was the child of Thor and an alien.....
Obviously when a concept is outside of the rules you have established for the universe, you need to say no. But what do you do when the concept is just not quite right?
I recommend working with the player to find out why they want the thing or things that make the concept not really ideal. Are they looking to explore a certain role-playing challenge or are they just looking to ensure they can do certain things in the context of the story. There has to be a better way, and if not we should be able to help them find something that will work.
I never like to say no to a concept. I might say no to parts of it, like no to the serial killer part, but rarely will I ever say no to a concept whole cloth. It's crushing for a player and sometimes it just kills their desire to play.
A recent example was someone in a game I'm playing in pitched a Wizard that was an alcoholic. Knowing the player it was born partly out of a desire to explore how that affliction would play out in RP and partly because they hate the spell system and thus could use their alcoholism as an excuse for why they are a terrible Wizard. The GM said no. I assume the GM had a fairly specific idea of Wizards, or maybe they were hoping to pin some story elements on the character and having them be an alcoholic made that impractical. Regardless it killed the player's mood for the game and they eventually stopped coming (their were other factors, but it was certainly a contributing element).
This sort of goes back to the main idea I try and GM with. Be flexible. If you need to have every player portray some type of Bard, tell them. And, as a side note, your cruelty knows no bounds! But explain to them why you need them to fall into a certain range. Even if it might give away some of the plot. They will thank you for it. Or they will leave the group because they can't believe you would make them all play Bards!