I suggest obsession.
I write little or nothing about my characters before I begin writing. But I think about them, a lot, often for a week or more. I think about them as I get ready for my day, as I work, as I shop for groceries, as I eat lunch AND dinner, as I get ready for bed.
Specifically, how do they do these things? What does their normal day consist of, from waking to sleeping? Where do they sleep, and what do they sleep in? Is it dangerous? Do they feel safe sleeping? Comfortable? Do they sleep alone, or with a partner? Or usually sleep alone, but at times have a partner?
When and where do they eat? What is it like? What do they see? Where did they get the food? Where do they eliminate, or bathe? What do they wear?
Whether you are writing about a hunter-gatherer, a medieval villager, a 1920's New York City apartment dweller, a modern housewife, or a resident on a space station, they have a daily routine, they have analogies to the same things to do as you do, all day long.
I don't do this to write it all down; I do this to get into the skin of my character. Is she a woman wandering alone in a lawless wilderness? How does she protect herself from forcible rape? Okay, how did she learn to do that? Has she ever actually done that? If so, how did it turn out? If not, how often does she think of it? If it happened today, would she hesitate to use lethal force? Yes or no, why that answer?
Obviously, you as the author have to invent these answers, so if you ask yourself a question and aren't sure, put it aside and try to come back to it the next day. Your subconscious, after a night of sleep, will help you refine the character so you know the answer.
I've already asked if she wakes alone or not. Of course, she may not, but her bed partner may not be a romantic attachment; it could be a sister or child or dog. Or a one night stand. A romantic partner is something to think about too in her daily life; if she has a spouse or lover, or has ever HAD a spouse or lover.
I begin this way for my character's day, and who she is right now (the story time) in her day to day life.
THEN I start thinking about her past, and what brought her here. Her family history, and what would be consistent with what she has become. What traumas, or life-turn experiences. Her mother, her father. If she still has them, or has lost them. Does she have siblings? Males or females? Does she love them? Do they cause her trouble? Are they troubled? How do their troubles impact on her life?
If the character is not a virgin, they have had a first sexual experience. How and when did that happen? Was it with intent, or spontaneous? Was it with consent, or not so much? Is there any history of sexual abuse?
Similarly, if your character lives with crime, she may have killed or harmed somebody in self-defense (or in offense), you should think about that too. In such a setting, has she witnessed such violence? Has she participated in any of it? Is she inured to it?
Speaking of which, what secrets does your character keep? Secrets can be embarrassing, but can also be memories too emotionally painful to talk about. Talking about such things makes us feel vulnerable, and talking about them requires trust in a non-public setting. The same goes for some actions we personally do not regret but we know others may judge harshly. For example, a gay character may be perfectly fine with having had same-sex partners in the past, but he doesn't ever talk about them with co-workers or other non-intimate friends, because of the risk of judgment.
Who your character is now can define who she was (or thinking about who she was can influence who she is now). If you like to write or keep notes that's fine; I personally am OCD enough to do this without notes. Just like I know the life of my friends without keeping notes on them!
I always start a story with a main character (MC), and I will develop other characters in a similar way, not always with the same depth. (We know much more about Superman's life than we know about Lois Lane's or Jimmy Olsen's). Often when doing this for a Main Character, the nature of their story will emerge as well, what life-changing events, betrayals, or opportunities they may encounter. Where their "life today" may go in the future.
The immediate future of the character is in fact the story you are going to tell; and it can grow out of the character. Somehow, the MC (main character or main crew) is going to move from where they are, to the "next level." Some threat or opportunity or moral dilemma or information is going to appear in this normal world [aka the 'inciting incident'], and although it may appear innocuous at the time, it is going to be a big deal. Perhaps life-changing, perhaps a grand adventure, perhaps a harrowing experience.
In most cases, it will emotionally change the MC, and in order for that to feel good in a story, I think we need to now who the MC is now. Otherwise the change is not detectable and therefore meaningless.
After all this thinking, when I feel like I know the character I need to write about first, and her normal world -- Then I start writing. I begin with her doing something active she does a lot, in her normal world, usually on the day this inciting incident occurs, or as close as I can get to that day and still describe her normal world (the beginning of the book describes her life and setting and other characters, using minor conflicts or difficulties to sustain reader interest; but not usually grand plot-point conflicts).