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There are three methods I use to make a character three dimensional. (I know, writing is such a science.)
1. (Of course) I make a list.
Yes, I like my lists. I find safety in them. When I'm writing, I'm surrounded by papers and lists and timelines. Sometimes it's easy to forget certain things about our characters, and it's a good reference tool. So, for instance, if I'm creating a girl who lives in Alabama, she's going to need more to her. Okay, she's a redhead. It matches her fiery personality. She hates rap, and her little sister annoys the crap out of her. If I'm writing a scene where there's rap playing, I know she's going to make a comment or try to escape because, hey, that stuff is crap to her.
2. I wing it and let the story speak to me.
Sometimes I'm surprised when I run across something. "Oh, you're allergic to peas?" This is my favorite, really, because it makes me feel like I'm really connected to the story. Of course, there are times when those random details have no purpose to being there, but if it's part of this person you're creating, then I guess that's a purpose in itself. We all have our details.
3. I use whatever helps the plot to move along.
In my last story, it was relevant that my character had a talent for painting. It moved the plot along and it was a key point for the whole unravelling of the great mystery.
What are your methods for coming up with those little details?