You're Sombra.
It's the beginning of a new payload round, this time on defense. Your team remarks that the enemies won by fighting very hard last round and will probably push very hard again. Your team asks you to switch off of Sombra this round since she's unreliable on defense, due to having neither the endurance nor the damage output to hold off enemies for a long time. You refuse to switch. The enemies steamroll your team in this round too, winning the match.
What went wrong?
I didn't do anything wrong! Everyone else should've just tried harder! It's their fault that we lost, not mine!
#1: You helped the enemy team.
#2: You didn't cooperate with your teammates.
#3: You were too obsessed with playing a specific character.
#4: You chose not to play a character who had a good chance of winning under these circumstances.
#5: You entered competitive mode before you were ready.
Mistake #1: By immaturely saying "I don't wanna!" whenever your teammates rightfully point out that a certain character isn't needed, and that you would be better off playing a different character for this round, your decision brought your team several steps closer to losing. This mindset is selfish and demonstrates that competitive play may not be right for you. Overwatch is a game in which cooperation is important, and nowhere is it more important than in competitive mode.
If you're going to make selfish decisions which bring your team closer to losing - which is no different than choosing to AFK/grief in the middle of a match on purpose, or choosing to do anything else that makes your team lose - you should consider being less selfish in the future, or quit playing competitive until such a time as you can play more than one character. In addition, playing a character who's bad under the current circumstances (such as Sombra on defense in this example) helps feed enemy ults, making your team lose for yet another reason because of your decisions.
Mistake #2: This is self-explanatory.
Mistake #3: This is self-explanatory.
Mistake #4: This is self-explanatory.
Mistake #5: In consideration of all of the points above, it's clear that you're not ready to play competitive mode. Play quickplay to improve, and don't return to competitive until you're willing to cooperate with teammates and can play more than one character.