I’m not saying that every player character should be a work of art nor does a character need to be realistic to be interesting. Some of the most compelling characters ever made were larger-than-life characters. And, obviously, different game genres and player / game master preferences are going to have an impact on the game’s needs for PC complexity so you don’t need to have layers of detail to make that character compelling.
So what makes a character compelling?
Motivation is a big one. Your character needs to *want* something, ideally something related to the main arc of the story. This motivation needs to runs deeper than a simple list of goals. This is what your character is searching for and it colours everything about them as the game gains in tension. It can change over the course of the game, and you may need to change it pretty early on in reaction to early plot points. A strong motivation often pulls from a powerful internal core such as an ideology or a base need for safety, companionship, trust, recognition or power. While this central motivation won’t be the only thing that motivates your character, it should inform the other goals.
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