Sometimes when a story forms in your head, you jump into writing it before thinking very hard about the characters around whom the story revolves. Plot is a wonderful thing, and certainly we can point to massively successful novels in which we never learn one important thing about the main character. Most of the time, however, readers want a protagonist to be life-like. And if she's going to move on into other novels, she also has to grow in some way.
The best way to get to know your major character is to talk to her, and this can be done in a number of ways. You can write her bio for Who's Who, putting yourself in her place. You can "talk" to her on a tape recorder. Ask questions as yourself and then answer as the protag. (Do this when you're alone or people will stare.) Have her write a letter or diary entry explaining her background and convictions. Be her psychiatrist and ask leading questions such as "Tell me about your father." You need to get at the real person, with details, oddities, and firmly held beliefs recorded, even though they have nothing to do with the story you're writing.
What this does is form in your mind a more complete character, which provides motivational information. It can make the difference between a TDTL moment (too dumb to live) and a point where the reader thinks, "Isn't it just like her to go into a dark basement alone?"
Writing bios is a great tactic for all your characters. Bad guys are better developed if you understand their motivation, even if it doesn't become part of the book. Secondary characters can be fleshed out with quick references to their past, their parentage, or their idiosyncracies. Lots of times the background I create for a character works its way into the story. Because I "know" the person, I note things he/she does when nervous or happy or miserable. Once you imagine the total character, other plot lines arise in your mind, too, as in "What would Barbara do if someone murdered her next door neighbor?" That can lead to the scenario for Book II with very little pain on your part.
Creating a great character leads to success in writing. Readers seek out their favorites and come to know them as well as their friends and family (maybe better, since we get inside their heads.) Charting your character's life before you write is essential if you want her to continue: if you don't have a clear vision of your main character's personality, your readers will know her better than you do, and that's never good.