I think creating engaging and believable characters starts with a relatable motive. Having the character strive towards a goal and struggle in a realistic and complex way makes them someone the audience can get attached to. Digging into why the character is the way they are and their emotions makes you feel for the character. I think having the character reveal themself over the course of a series makes for a compelling character. Additionally, adding purposeful unreliability within their narration or purposeful inconsistencies between speech and action could lend to complexity in a character.