Identify the defining traits in your character. For example, your character might like to gamble, might have difficulty committing in relationships or he may have always dreamed of living on a farm. Once you determine what makes him tick, you can start to create the world that would have shaped these characteristics.
Brainstorm potential motives for these characteristics. Using the example of a character who likes to gamble, it may be the case that he has taken a chance and won before, took a chance and lost it all -- or was too scared to take a chance in his past and has since regretted it.
Put these motives into context. Again using the gambling example, say your character did fail to take a chance and then regretted this decision. Perhaps the "chance" was to take a job in a different state that would have taken him out of his comfort zone, but he didn't want to leave behind someone he loved. Now your gambler could have the urge to move and travel, using a gambling habit to support his desire not to pass up an opportunity again.
Give the character roots, such as a hometown, a time setting, siblings, a relationship with his parents. Even a favorite saying or type of music can tell the reader a lot about a character. You do not have to be too detailed in your history but the reader or audience member should have a sense of where the character is coming from.
Do not rely on cliches to define your character. In fact, sometimes giving your characters one unlikely quirk can make him seem more well-rounded and less one note. For example, he might carry a lucky penny, talk with a lisp or part his hair a different direction every day.