Think about some of your favorite novels. Chances are, the really good ones, the ones that stay with you, feature very complex characters. They have reasons they act the way they do, and their emotional reactions change according to the situations the writer throws them into.
|Katniss Everdeen: a great example of a complex character!|
A great way to keep track of all this stuff is with character templates.
If you use Scrivener (my writing software of choice), they're built right into the novel template (and it even lets you drag in image files!):
If you're not a Scrivener convert, you can also find lots of printable/save-able character templates on the web. Here are a few to try:
Character Template Sheet by Rin Chupeco (especially good if you prefer tons of detail!)
Obviously you don't have to fill out every blank, but templates can be a good way to get you thinking about the little details that will flesh out your characters.