But what makes a character deep? Whether you're thinking about your protagonist, a main character, a background character, an antagonist, or someone else, a deep character is one with clear yet complicated motivation. If your hero only wants the good of all mankind and will stop at nothing to champion it, you're writing a Gary Stu or Mary Sue, a character so perfect, he/she's unrelatable and flat. Whether I'm reading about a barbarian set on world domination or a little boy who wants to save his mom from disaster, I want it to be made clear at some point what drives him to want what he wants. I want to feel for him on some level, even if I can't love or root for him.
Many authors do this through a character system like the Enneagram. It is a system used by many to understand themselves and humanity around them. If it can be used to understand humanity, it can also be used to imitate humanity through characterization. This typing system comes ready with motivations, relationships with others, and depth built in. Say you know your character tends to be stuffy and rigid, but inside, she is only trying to control the chaos she feels constantly creeping in. You go through the titles and realize she's a perfectionist, also called a reformer or one of several other versions of the same concept. You can then find out what makes a perfectionist/reformer tick, what drives them, what scares them, what brings them joy, how they relate to other characters, etc. You just figure out roughly what your character is like, and you let this system do the rest.
A really brief and superficial thumbnail sketch is as follows: 1. A perfectionist/reformer is motivated by faithfulness to his internal rules; 2. A befriender/helper is motivated by being liked and needed; 3. A performer/ achiever is driven by the desire to impress and to seek success; 4. An artist/individualist is motivated by emotions and the desire to feel unique; 5. A thinker/investigator is motivated by a thirst for knowledge and their own inner world; 6. A loyalist is driven by their desire for security and comfort and their devotion to a person or a cause; 7. A thrillseeker/enthusiast is driven by their desire to stay busy and have fun; 8. A chief/challenger is driven by their desire to control others and the world around them; 9. A peacemaker is driven by their desire to get along and avoid change. There is much more to it than these brief thumbnails. To find out more, click on the link above. One person is rarely just one type. They usually share characteristics of the types around them, also called wings.
Let's say you decide to create a businessman who yearns for success. You say, "There he is! He's clearly a 3, a performer/achiever. You study up on that and decide if he's a helper achiever, one who likes to make personal connections and be friends with those around him as he fights his way to the top, or if he's more a reformer achiever, one who is ruled by his staunch code of ethics as he does so. You then read up on both and see how the two types you choose affect each other. This is an incredibly useful tool for characterization, even if you're just making a quick side character because those ought to have motivations as well if they are to have any impact on the story line.
Now, you try it. What is your main character like? Which type fits him/her most? Now, go find out more about what makes your character tick. And what makes him/her different or special. No two thinker artists will be exactly the same. See if you can write a scene with two thinker artists who argue because they agree on nothing. And enjoy.