How to handle overly aggressive Characters ?

So, as the title says, it´s not about aggressive players, but their characters.
This is something I have been struggling with my group and I´m not sure how to deal with it.

So here is the situation: The group, and one of the characters in particular (the fighter) always acts very aggressive towards any NPC they encounter. He often tells them that he will torture or kill them if they don´t want to give him what he wants, they will murder enemies that already surrendered, etc. So certainly in some situations, it fits and can sometimes be funny, and so far I was generally OK with it.
Or when they encounter a merchant, they are immediately like "Oh, he has just two guards ? We can kill them and take all his stuff"
And the fighter generally wants to cut off the heads of all of his foes and carry those around for the rest of the campaign.

For example in the last session they came up to a castle and their first impulse was to plan how they could murder all the inhabitants so the castle would be theirs.

Now, I think this is a delicate matter as I certainly don´t want to tell them how to play their characters, but to be honest, it is starting to affect my fun of the game a bit. And it kind of does not work within the frame of the adventure module we are playing (which assumes they players are good guys that want to help the people).
Like I really have trouble handling NPC encounters because it´s basically impossible to have someone react reasonably friendly to those characters.

So after last session I decided to have a talk with the players where I told them about my concerns. On one hand I think it was the right thing to do, because I, as the DM, am a player who should enjoy the game as well. On the other hand, I still feel kind of bad to tell them to do things differently...

Any tips on how to delicately handle this ?

btw. it´s not an online group, it´s a group of real life friends, so finding another group is not an option ;)

It's okay to just ask him to tone it back a little bit. He's acting in a Chaotic Evil manner, but is he Chaotic Evil? Probably not. In my game, one of the players plays a warlock who talks to his dead twin brother and the god he has a pact with that nobody else can see, and is maintaining a conversation with three people at once, which makes it difficult to interact with him, and thus my NPCs just turn to someone else while he works out his issues. It's a hilarious addition to the game, and can sometimes make things difficult, but everyone enjoys it and I've found ways to incorporate it. Have your NPCs turn away, and hopefully he'll get the after you tell him why.

...And the fighter generally wants to cut off the heads of all of his foes and carry those around for the rest of the campaign.

This line sounds like a person who is very young.  

Any tips on how to delicately handle this ?

I think you pull the one person aside, and not be delicate as it appears they are not delicate in the game.  Flat out tell him what is giving you the creeps.  It sounds like he got laughs and encouragement in the beginning  and is taking it even further.  Have him dial it back or the "law" may be after him sooner not later.

Have the Law show up if he continues.  How far you want the law to go, is your choice but if you bring them into the game their needs to be consequences and that is what the Law would be.

While it is important to keep the distinction between player and character, it’s really working against you in this case. The character isn’t doing those things, the player is choosing to make the character do those things. The player is not a passive observer. 
The rule of thumb is, if you find a player saying “but that’s what my character would do” it generally means they are being a jerk, and they are probably aware that they are being a jerk. They can choose to make their character do something else.

The answer is to have an out of character conversation with the player, and tell them to tone it way down. It’s best if you can give specific examples to them of situations where their actions crossed a line into making the game less fun for you (and likely for others at the table).

The other lesson is, even friends who’ve known each other for years can benefit from a session 0. The good news is, it’s never too late to have one. Sit everyone down and talk about the kind of game you all want to have. Get everyone on the same page.

'Your playstyle isn't compatible with my DM style, I'm afraid that you are no longer welcome at my table. I don't have fun DMing for the type of playstyle you have. I am not telling you that you're having fun wrong, rather that you're likely to find more fun at a table with a different style.'

Seriously, I've DMd too much and too often to be messing around with players I get a bad vibe from. So, I remove them from the table and let them find somewhere they'll have more fun. There are way more players than DMs and you'll always be able to find more players. Life's too short to suffer through a player who is causing you not to enjoy yourself too.

Quote from martintheactor >>

'Your playstyle isn't compatible with my DM style, I'm afraid that you are no longer welcome at my table. I don't have fun DMing for the type of playstyle you have. I am not telling you that you're having fun wrong, rather that you're likely to find more fun at a table with a different style.'

Seriously, I've DMd too much and too often to be messing around with players I get a bad vibe from. So, I remove them from the table and let them find somewhere they'll have more fun. There are way more players than DMs and you'll always be able to find more players. Life's too short to suffer through a player who is causing you not to enjoy yourself too.

 
While this might be acceptable advice for pick up games, it is terrible advice for this thread where OP explicitly says that the players are a group of real world friends.  Life might be too short to play with bad strangers, but it is never too short to have a grounded conversation with your friends. 

The other individuals who have said OP should have a conversation with the problematic player and impose in-game and natural consequences to problematic actions have the right of it.

—

Looking more at the consequences side of things, I want to build a little on Character77006’s suggestion of sending the law after the party.  This is a perfectly valid solution at lower levels, but starts to fall off when you get to higher levels.  Why?  To feel like they matter to the story, the players do not need to feel they are the most powerful people in the land, but they do need to feel they are heroes who can solve problems the regular guards cannot.  If the regular guards are able to easily put them in their place, a high level party will start to wonder subconsciously “what are we even doing here if the regular militia could have solved this?”

This is one of the many reasons I like to pepper my world with characters at or above the party’s power level, albeit characters who have other things going on so can’t just swoop in to save the day in place of the party.  This not only gives you NPCs to feel like the party’s friends and equals and makes the party feel like a more organic part of the world, it also allows you to send high level bounty hunters after them, or a hero come out of retirement, or for the person they tried to rob secretly being an ancient dragon.  If you set the stage early for a powerful world, you can help avoid some of the arrogance that comes from party members who think their relative power compared to a CR 1 guard makes them untouchable. 

Quote from Caerwyn_Glyndwr >>

Quote from martintheactor >>

'Your playstyle isn't compatible with my DM style, I'm afraid that you are no longer welcome at my table. I don't have fun DMing for the type of playstyle you have. I am not telling you that you're having fun wrong, rather that you're likely to find more fun at a table with a different style.'

Seriously, I've DMd too much and too often to be messing around with players I get a bad vibe from. So, I remove them from the table and let them find somewhere they'll have more fun. There are way more players than DMs and you'll always be able to find more players. Life's too short to suffer through a player who is causing you not to enjoy yourself too.

 
While this might be acceptable advice for pick up games, it is terrible advice for this thread where OP explicitly says that the players are a group of real world friends.  Life might be too short to play with bad strangers, but it is never too short to have a grounded conversation with your friends. 

The other individuals who have said OP should have a conversation with the problematic player and impose in-game and natural consequences to problematic actions have the right of it.

 

 
It's really not. One of my closest friends got this response two years ago. Of course I followed it up with a more precise discussion over where the incompatibility lay, but we're still friends. You see a real friend will get it and respect boundaries. My best mate loves football, doesn't mean I'm expecting that I should be able to be part of his 5-a-side team just because we're friends. I'd be dreadful. Same principle applies here. You can be friends and not engage in the same hobbies and interests. 

I've held this titbit back for a good long while on these forums, but stuff it. Sometimes friends make the worst players at a table because you feel obligated to cross boundaries that you otherwise wouldn't so as *gasp* not to offend. If a good amount of therapy has taught me anything it's that real friends will respect your boundaries. If the person in question flakes on you then they were never friends to begin with. 

Maybe it's my weird brain, but so much of our social intercourse is built around compromising ourselves for the sake of people we call friends. That way leads to burnout and underlying health issues. Frankly, calling people out for crossing boundaries is healthy behaviour. True friends will understand that. 

Traumatize him. And I mean that in the kindest way. Make a friendly NPC, can be any kind you choose, then turn him into a dragon or something. Dragons, Fey, Demons, and even Celestials can all transform into humanoid form, make it a green dragon who just wants money and decided to make it legitimately, a fey who is doing business on the material plane, something where technically the character is still in the wrong for fighting it in the first place, but will still get his butt whooped by a high level creature. That, or have the character get arrested for it since this is illegal in most countries. Also, in the DMG there is a section about players exhibiting antisocial behaviors, so check that out. Don’t feel bad for asking your players for you to have fun too, this is a game for both the players and the DM to enjoy.

(That castle could be owned by a vampire in disguise)

Session 0. It's never too late for one.

Explain in that session that you're looking for a game of good or neutral people, and all this cutting off heads and murdering the locals is definitely evil. Explain that, whilst Evil play can be fun and entertaining, it needs everyone to be doing it and the DM to plan out the campaign accordingly, and you haven't planned for an evil campaign. Explain that the world you're building is meant to be interacted with in certain ways, and that you will have to withhold all the best bits because you don't want the awesome king or the cool wizard to be decapitated by a psychotic character.

Ask the group what they want. If they want an evil campaign, consider making one - but advise them that even evil characters have to show some restraint. Try this sort of thing in the presence of the evil king and you'll be executed, without trial. Know your limits, and you'll be fine.

If they want the evil campaign, then send it in a different direction and swap out "orcs" for "Guards" and "evil king" for "good king" and set them on a similar quest. Chances are, they'll try murder-hoboing in an evil city and discover that "Evil" doesn't mean "Okay with you killing their friends", and they'll get murdered right back.

Its ok if the player likes to act that way.

But there is nothing stopping him from gaining a "patron" who demands very bad things from him. Very soon the "patron"could demand he not associate with those do gooders in his party. Either he kills them, turns them bad, or leaves.

Quote from TheGnome5786 >>

Its ok if the player likes to act that way.

But there is nothing stopping him from gaining a "patron" who demands very bad things from him. Very soon the "patron"could demand he not associate with those do gooders in his party. Either he kills them, turns them bad, or leaves.

 
It should go without saying that this is incredibly bad advice.  Allowing a player to continue to disrupt the game, ruining the experience for others, with the long term “solution” being an extended period of misery for everyone until things finally come to a head and PvP might occur? 

That is a D&D horror story in the making.

I agree with Caerwyn, letting the frustration and bad vibes sit longer is not OK, only causes more friction.

Also, never try to solve issues that can be talked about or at least removed from with in game solutions. Doesn't end up fun for anyone (unless the group agrees with it, but that's a given).