If there is a book that the script came from you have to read it, you have to see what you can get out of it: mood, back story and things that may not even be in the film. They kick off your imagination and broaden the character, I think. ↗
The conscious process is reflected in the imagination; the unconscious process is expressed as karma, the generation of actions divorced from thinking and alienated from feeling. ↗
Formulate and stamp indelibly on your mind a mental picture of yourself as succeeding. Hold this picture tenaciously. Never permit it to fade. Your mind will seek to develop the picture... Do not build up obstacles in your imagination. ↗
Sometimes a character is really based on research that you do. Other times it's just based on your imagination or perhaps your conversation with the director. Or sometimes all of the above. It depends on the movie and character. ↗