"What is truly desirable? A possession that we cannot have. So, my life is devoted to seeing things that I cannot understand and obtaining things that are impossible to have. I succeed by two means: money and will. I am as persevering in the pursuit of my whims as, for example, you are, Monsieur Danglars, in building a railway; or you, Monsieur de Villefort, in condemning a man to death; or you, Monsieur Debray, pacifying a kingdom; you, Monsieur de Château-Renaud, in finding favour with a woman; or you, Monsieur Morrel, in breaking a horse that no one else can ride." (63.7)
By seeking the impossible, the Count provides himself with limitless fodder for his plans. They may be a pretext to cover up his larger goal, but they're still stunning.
"And all this, good Lord, because my heart, which I thought was dead, was only numbed; because it awoke, it beat; because I gave way to the pain of that beating which had been aroused in my breast by the voice of a woman!
"And yet," the count went on, lapsing more and more into anticipation of the dreadful future that Mercédès had made him accept, "and yet it is impossible that that woman, with such a noble heart, could for purely selfish reasons have agreed to let me be killed when I am so full of life and strength. It is not possible that she should take her maternal love, or, rather, her maternal delirium, that far! Some virtues, when taken to the extreme, become crimes." (90.5-6, our emphasis)
The last line says it all: unchecked ambition can be dangerous, and sometimes deadly.
"Like a benefactor in a novel, I should have left without seeing you again; but such conduct was beyond my feeble powers, because I am a weak and vain man, and because a joyful and tender look from one of my fellow-creatures does me good. Now I am leaving, and I shall take selfishness to the point of saying to you: Don't forget me, my friends, because you will probably never see me again." (112.41)
Monte Cristo is ashamed that he should require recognition for his good deeds. He wants to believe that he can do something and not expect, not want anything in return.