I want to be friends with my boyfriend's ex
Why do you want to be friends with your boyfriend's ex?
I just think they seem cool
You can be friends with anyone you want, but be kind about it. If you boyfriend is super uncomfortable with you being friends with his ex, you should respect that. Relationships are about compromise.
I'm not made to please anyone.
You're absolutely right, you should befriend whomever you choose. But, it is still good to be sensitive to your boyfriend's feelings. You could talk to him and see how he would feel about you two being friends and not try to go behind his back.