"Characters take on life sometimes by luck, but I suspect it is when you can write more entirely out of yourself, inside the skin, heart, mind, and soul of a person who is not yourself, that a character becomes in his own right another human being on the page." Eudora Welty.
As writers, we hope our characters come on stage fully-formed. But sadly that isn't always the case. Many characters begin as stick-figures with the merest notion of who they are. Ultimately, they must be both universal enough to appeal to a wide audience and personal enough to be identified with by individual readers.
Writers use a variety strategies for exploring characters. Visualization through the use of photographs clipped from magazines or creating character sketches with everything from favorite breakfast foods to genealogical trees are employed. If you are interested in developing a character chart, you'll find a interesting example here. The method of choice is whatever works for you.
Remember that you have to put some flesh on that stick figure and answer the big question of "Why?" Why does the character respond, behave, or speak in a particular manner. The answer must come from within the character rather from the demands of the plot if the character is going to be believable.
