for the most part I imagine some scenes that I want to happen and then think about the kinds of personalities that would fit into the scene and expand from that point on. Very specific character defining moments.
It's kind of hard to explain with out an example, so I will use the back story of one of my characters as an example.
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I have a prince and his body guard. They've known each other their entire life and are very close. The prince proposes to his guard one day and the guard is surprised enough that they hurt them selves from shock. No matter how much the prince presses, the guard wants to accept but declines to answer because if they do, not matter what they say, it cause trouble for the prince, which goes against what they've been taught and trained to do.
Now since the prince is pressing for an answer despite it being a dangerous thing, it would make sense if he was either reckless, immature, or very passionate. I elected to go with the second two.
I also wanted to prince to actually be good at his job, ergo he's also intelligent and perceptive.
Given that wars civil or otherwise have started over forbidden romances and the guard is actively trying to prevent that, they must clearly take their job very seriously.
People who take their jobs seriously are generally responsible, practical, dutiful, and follow an honor code of some sort.
Since a proposak from the prince is also an extremely loaded question. (accept and people will accuse you of rising above your station, decline and get accused for insubordination. rumors fly either way) the guard is also clever and sharp to dodge it altogether. By extension, the guard is also very good at her job if they have been with the prince for a long time.
I made them more straight laced so as to better compliment the passionate prince. Cold to compliment the hot so to speak.
When I thought of this scene I wanted it to be both funny and kind of sad. Slapstick doesn't quite fit the story, so the humor has to come from sharp lines. which works because both characters would have the personality for it.
The sadder parts of the story would come from the fact that they can never be together with out causing a war and the reluctant acceptance of this from both parties. I found this to be too depressing, so now they both make jokes about it.
Tadaa! Now they are both fond of gallows and other dark bits of humor.
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I do this several times for each character to develop them and use different kinds of scenes for different effects.
It's a lot of fun, even if you don't use every scene. Kind of like roleplaying with your own characters.