You can take a philosopher you agree with, turn them into a character, and build them a thorough backstory. Such a character will be "fleshed out, deep thinking," and you'll "understand them well"—
—none of which makes them interesting to read or write about. Kant was certainly deep-thinking, but given his clockwork nature, I would not love reading about his day.
As you'll hear in every writing advice ever: you need more conflict.
Where there is conflict, there is a goal, and there are obstacles. Seeking that goal and successfully moving forward gives a sense of progression, and overcoming those obstacles in unexpected ways leaves the reader delighted.
Give 'em big goals! Throw them at powerful opponents! Design them ripe for change, so there is room for a character arc, or make them static and have the world reform around them instead! Myself, there's nothing I love more than an ambitious protagonist out to change the world.
I won't condescend you by describing the various types of conflict and instead try to give you actionable advice: take a character you just loved reading about, be they the main protagonist or else, and try to clone them in your story.
This has 2 benefits. First, trying to "port" that character without copy-pasting them wholesale will turn out much harder than you expected, and it will teach you much about why you enjoyed them so. You'll find which aspects matter and which don't.
Second... you'll now have someone you want to write about. Ta ta! Of course, no one wants to be a rip-off, but now that you've really dissected the source character you can take what you want only and try to mix that with what you liked about your original character.
It's perfectly fine to do this with more than just 1 character, too — throw many of your favorite characters into the blender and see what you get in the end. Some of the traits will combine in surprising ways and spit out someone completely different.
In the end, it comes down to having an interesting character; someone you're dying to get more of. Barring that, the character must be part of the world, not an island float around out in the ocean. Satisfy these two conditions and tell me if you still have the problem.
(Like, actually tell me. If I'm wrong, I want to know it, and I want to learn better.)