There are people that are correctly identified as a 'victim', for legal intents and purposes.
Taking a victim mentality, is different. Powerless to take actions to change. For instance, life handed me a case of lemons and because of that, I'll never be able to grow and change. Looking back, at ones life, it's ok, to see how it has shaped you, victim mentality dictates, that because it shaped you, you are powerless to take the steps necessary to become a survivor of what was once out of your control. It also, involves blaming thinking. A bunch of negative self-talk. A bunch of 'if-only's'.
There's a quote, that I heard elsewhere, that really speaks to overcoming such thinking.
"Be your own Hero.". ~Unknown/Anonymous( forget or am unable to give credit to that person

)
Here's some links, to various articles that deal with Victim Mentality and Overcoming it.
Growing, is about self-awareness. Hope it helps.
P.S. 'Is it
wrong to play the victim" as your thread title...it's negative self-talk...
http://www.becomeselfaware.com/artic...mentality.html
Path to freedom: Overcoming the victim mentality (or 'victim thinking')
http://www.insead.edu/facultyresearc....cfm?did=50114
Strategies to Deal with a Victim Mentality | Psychology Today
The Victim Mentality | American Association of Professional Hypnotherapists