Writers, we're a strange crowd at the best of times. One thing that non-writers don't understand is how characters can become real to writers. Psychiatrists would say this was a little unusual, at best, to create "imaginary friends". Then again, if we were normal--whatever that is--I'm convinced we couldn't write convincing characters.
No, the characters, if they're any good at all, have to be real to you. You may not tell the reader everything about the character. In many cases that would be overkill. After all, in an action/adventure, the reader doesn't need to know the male protagionist, back when he was six years old, wasn't allowed to go to his favorite grandfather's funeral due to his having broken out with Chickenpox that morning. You don't need to tell the reader that your stalwart hero has a seven inch jagged scar on his forearm that came from, when he was a teenager, breaking the window out of a door in order to get into his girlfriend's burning house in a vain attempt to save her. BUT, you need to know these things about him.
So, spend a little time with your characters, way before you begin to write. Get to know them as you would know your best friend, as you would know yourself. Characters will shape your plot. As odd as it sounds, the characters will stand up and protest if you try to make them do something that's not true to themselves. (No, the men carrying the funny jackets that have the jacket arms tying in the back haven't-- yet--- caught up to me.)
The best way I've found for me to get to know my characters is to sit down with a yellow legal pad and a pile of sharp pencils, and interview him/her. I hold this imaginary conversation and write down the answers. Ask anything, the more probing the questions the better. Open ended questions are better than those requiring one or two word answers. Get their life stories out of them. Find out what makes them tick, how they talk, and how best to craft the conflict between your characters.
Try it. You'll be amazed at how well this works to get to know your characters.