Chances are they're lacking GMC. Ye olde Goal, Motivation, and Conflict.
Every character has GMC. The concept is key to making a story successful, and without it, characters seem thin, unrealistic, or come off as confusing.
If you're an author, it's imperative to come up with GMC before writing a story, and knowing your characters' GMCs also makes writing blurbs, a sales handle, and a synopsis much, much easier.
Essentially, GMC can be summarized like this:
My character wants GOAL because MOTIVATION but can't have it because of CONFLICT.
Sounds simple? Sounds a bit like real life? We all want things we can't have, sometimes for deep seated reasons. Let's unpack a bit.
Every character needs a goal right away. Especially the protagonists. What do they want? Everybody wants something. To escape, to be wanted, to get a job, to protect someone. Kurt Vonnegut said your characters should immediately want something, even if it's just a drink of water. Goals often set the plot in motion.
In my novella Love's Reward, heroine Josie starts out wanting to raise awareness and funds for a proposed home to shelter unwed mothers. She seeks out donated architectural plans. This goal remains important to her throughout the story, but--
Her goals change. More on that under "conflict."
Every goal needs a reason why it is desired. Some motivations are obvious, eg, I need a job because without one I will not be able to pay my mortgage or buy food. But there's more to it than that, isn't there? Keep asking your character why they feel like they do. It may sound silly, but ask again. Why do you need to buy food? The obvious answer is to eat. Ask again. Why? Is there nobody you can ask to help you? Many times the answer will boil down to an interesting, not-always-appealing core: something that is selfish, based in a deep dark experience from the past, or lack of trust in God. And that can help reveal the three-dimensional heart of a character.
A proper motivation can make an unlikable goal sympathetic. And that gives a reader something to root for in a character.
Every goal needs to be thwarted somehow. At least for now. At the story's end, the goals should be met, or settled to a satisfying conclusion. But maybe not this first mentioned, primary goal (the drink of water/escaping off the edge of the cliff/finding a job). Conflict is necessary in a story, for it creates tension, furthering opportunities for plot and character development.
In a romance, the hero's and heroine's goals are often at odds, which creates an external conflict between them. They should each start out with their own GMCs*. So should villains. Secondary characters are richer if they have GMCs--nothing show stealing, but
A character's main goal should change as the story progresses. As the motivation for new goals changes, too, it is often something more mature or selfless than the motivation for the initial goal. And the conflict will heighten, raising the stakes.
That's it. It's that simple, and that hard.
Think of your favorite stories and the characters' GMCs. That can help mold and train us as writers to think in these terms.
If you're a writer, what do your characters want?
*In a romance, a hero and heroine will most likely eventually take on a common goal to bring them together.