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I don't invent characters so much as discover them. Yes, I know they're fictional and live inside my head--and yet, they seem to have lives of their own: independent existences that resist too much forceful, deliberate shaping. I do make conscious, cerebral choices when I write, but much of the material seems to be handed up from somewhere in the dark sea of the subconscious.
I generally don't sit around saying, "This character will have red hair, that one has two brothers, this one likes music." It's more like: "What does she look like? What kind of family does he have? What are her hobbies?" Later, the conscious decisions come into play: "He can't have eight brothers in this scene; there isn't enough for them to do. We haven't heard from that character in a while; time to check on her. This one just cried in the last scene; I can't have her crying here again."
It's a balancing act. But the writing goes best when the characters seem to take on a life of their own, and I'm just recording what they do.