The typical path many screenwriters take when creating their characters, is the story structure paradigm; true and false goal, plan, internal and external flaw, escalating obstacles leading to a story climax, and finally, a resolution.
However, there are other approaches you can explore to create highly complex characters. Consider what they are AVOIDING in addition to the goal they are PURSUING. An avoidance of an issue can reveal deep character fears and motivations.
What is their ESSENCE? What do they stand for? Are they easy going, go with the flow characters, or are they goal driven?
What are their DREAMS and DESIRES? These are related, but not similar. A dream to own a cottage in the country, may or not be accompanied by an action to achieve it. Although a desire may not necessarily lead to a call to action, it often does. So ask yourself, how badly does your main character want something in order to take action.
What do they HATE? I’m not talking about brussel sprouts or artichokes here. What really riles your main character? Is it a moral or social issue such as wealth inequality? Is it another person, such as a politician? This can reveal more about your characters then what they love.
Who are their FRIENDS? Do they share most of the same values or only some? Do their friends compliment them? Are they close of distant? Can your main character share a secret with them, no matter how dark? Will they testify for (or against) them in a court of law? Will they stand by them when things get tough.
How do other characters in the story feel about them? This is more than simply being liked or disliked. Are they understood? Do people get them?
What about their INTERACTIONS with other characters in your screenplay? Are they passive, aggressive or neutral? Do they collaborate or are they in conflict? Think about their respective points of view regarding the central theme. Is there some agreement or are they diametrically opposed in their viewpoints?
Asking these questions outside the context of your screenplay helps create more satisfying characters.
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