Read "Pride and Prejudice." Try to leave behind any preconceived notions of who the characters are and how they interact. Read the book with fresh eyes and an open mind.
Research the character. A good place to start is with the Jane Austen Society of North America, or JASNA. There are also numerous articles that provide character analysis, such as the New York Times article "Mr. Darcy has a Mullet: A Jane Austen Hero for the 21st Century," by Sarah Lyall, published Nov. 6, 2005.
Analyze the character. In Lyall's 2005 article, she interviews actor Matthew Macfadyen, who portrayed Mr. Darcy in the most recent incarnation of the character. Macfadyen said: "He's a young man who doesn't know who he is yet. I don't see him as not caring about anybody. I think he cares very deeply. He's just locked up."
Research the time the character lived in. On JASNA's website, Judith Fiedler reviewed two books on the Regency Period in England. Fiedler writes that the period was a time of "immense economic, social and political change." Jane Austen reflects this time of change in her novels, where characters, including Mr. Darcy, must undergo internal revolutions and change in order to grow and move forward and find their true paths in life.
Extrapolate information about the period in which Jane Austen was writing onto her characters, including Mr. Darcy. As he slowly grew in admiration for and fell in love with Elizabeth Bennet, he sought to show her and her family great civility, though they were beneath him in social circles and financial status. He grew and stretched beyond his tight façade of the wealthy landowner to become a gracious host and a passionate lover.
Form conclusions. In short, Mr. Darcy's proud behavior was a result of being raised in the Regency upper class without being taught to think of others. But his character was big enough that he was willing to change when he fell in love.
This willingness to grow for love is perhaps his greatest attraction---and the mystery that makes him such an appealing and lasting character.