It really does. :) Which is why most acting teachers/coaches/whatever tell their students that they have to find something within the character with which they can identify. Sometimes, it starts as simply as "my character's favourite colour/animal is the same as mine, and nobody who loves this colour/animal can be all bad." Then, of course, you have to build from that.

And, surprisingly, playing villains is actually fun once you realize that very, very few people see themselves as a villain. We're all the hero of our own story, and so it becomes a case of sorting out what the character is thinking/wanting underneath how it looks to the other characters & the audience.