Characters are the engines of your story. They are your avatars (not the blue kind, or the element bending kind) into the world in which you immerse yourself. A character is not only itself, but also the item upon which the force of the narrative acts upon. Thus, all characters need to be (and I quote Pearl from Steven Universe) strong in the real way. Here’s how to go about it.
Give them a back story
All characters must come from somewhere. They must have both a place of origin and a place within the story. A character’s backstory establishes a relationship with the story, with the reader (we all love a good backstory because it engenders sympathy) and gives them purpose in the story.
But be careful how you share the backstory of your character. Hints, little drops of information through dialogue, reactions caused by past trauma or events are far more powerful and compelling than lengthy info dumps.
Attribute specific characteristics
Your character might be as complex as you want them to be, but you cannot portray them in all their dimensions to the reader - and nor should you.
I always encourage my clients to do detailed character descriptions where you really get to understand your characters. You want to know how they smell, how they brush their hair, the brand of toothpaste they use, what their habits are. But not all of these attributes will make it onto the page. Though your reader might not see those traits that only you know, they do, on a subconscious level, make the characters’ actions more believable.
Have specific roles to play
Reliable, albeit formulaic, character building can also emerge from giving characters specific roles within groups. Hermione is the brains, Ron is the comedic relief, Harry is the heart. And from there the legendary trio blossoms.
The same goes for the equally complex Pearl, the brains, Garnet, the leader, Amethyst, the rebel and Steven, the heart, in Steven Universe. From these roles the characters develop and rather than hobble their growth, their characteristics are accentuated and their maturity as ‘people’ and characters show in how they grow into their roles.
Nobody likes stagnation, not even fictional characters. Characters must themselves grow from one stage to another in order keep our interest and for us to identify with them.
Character arcs can be one of simply developing bravery. Or realising that they are worthy after all. And equally, arcs don't always go in an upward trajectory. Baddies, villains, antagonists quite often need a satisfying decline into mental anguish for us to feel satisfied as readers.
Designing characters is extremely fun, but also very daunting. Each one is a mosaic of not only you, the writer, but of all the people you have ever met. Not only is it very personal, but is also a well thought out process that requires the utmost skill to refine the craft itself.