I share many similarities with pretty much every lead character in Nocturne. It gets kind of personal in some cases, as well as a bit spoilery, so maybe I'll touch base on it another time--but in essence most of my characters are a conglomeration of my personal feelings/experiences, plus the things I've experienced through other people, plus the things I find attractive or interesting in other people.
For me, I'd say a majority of my characters are used as catharsis for me in one way or another. I've had a lot of experiences in my life and I feel like I embody different "parts" of me or different "memories" that I have and create characters based on those experiences, emotions or other people who have influenced me in my life. In some cases, expressing my experiences through storytelling, through a character instead of through my own mouth or as my own persona, is extremely beneficial to my mental health and extremely validating. Sometimes there are things that I CAN'T express in any way other than my characters and through storytelling. It's a huge tool of expression and coping for me.
I remember when I was younger, it was considered a "taboo" on the internet to make your OCs/RP characters reflect anything about you at all, otherwise they'd be called a "Mary-Sue." I'm extremely and actively against this line of thought now that I'm older--I think it is extremely beneficial for creators emotionally to express their own experiences through their characters, and also provides a more realistic, heartfelt set of characters.