Creating a character is a bit like emotional detective work. You need to deduce what has happened to this person over the years because of the situations they've gone through then decide how that has affected them and how they react to different things because of those situations.
Let's say that your main character is a woman in her late twenties who has had a relentless stalker after her for eight years. Every time the stalker finds her, he will hurt anyone close to her, he will destroy her reputation and her job, and he will generally make her life hell. The police have been unable to stop him, when they actually try, so her only recourse is to change her name and run.
Imagine yourself as this character on an average day doing average things like meeting new people. What are her thoughts?
You and I would probably be thinking very different thoughts meeting a new person as opposed to your heroine.
You and I probably don't have an escape plan if someone threatens us. Would your heroine? How would she live her life knowing she might have to flee at any moment? Would her apartment be filled with memory items? Or would it be fairly empty of personal stuff? Would it make her messy or neat?
If something unusual happens, would she immediately expect a threat?
In your plot, what characteristics will your heroine need to survive? What characteristics would make it harder to survive to add to the tension of the story?
These are just a few questions you should ask yourself.
If this is hard for you, try to think of a character similar to your major character in a book, TV show, or movie you've seen that really grabbed you. That may give you some ideas, too.