One of the tricky things about building complex characters is having their behavior appear consistent with their past experiences without having to unload those past experiences in infodumps to your audience.
The audience may be able to revisit earlier character interactions, opinions, reactions, and thoughts in a different context once later story developments reveal layers that weren't apparent before, but there still has to be enough evidence around characters' existence to support that something explains it, even if you don't know what it is.
A key to building a really good set of characters is being able to write so we care about them as people even if we don't know everything about them--so we trust that there is nuance and history that explains the thoughts and actions of these characters, even when we don't know their whole story. When we meet people in real life, we obviously aren't given a printout of important history that will tell us she was betrayed by someone who used the phrase "trust me," so she has a visceral reaction to people saying it or they developed a love for photography because their aunt was a professional photographer who let them play with her camera as a child. We don't know what pivotal events helped build the people we meet, and sometimes even they don't know these things concretely, so they will not show them to us in an introduction. They will, however, show us something that will make us want to get to know them better, and that will make us stick around for the rest of the show while enjoying the experiences as they go forward.
After last week with my favorite cartoon coming out with five new episodes that ended up explaining a lot of stuff, I've been having a lot of fun analyzing characters with other fans. Unlike with real people, you can't find them and talk to them about why they act the way they do, and the creators aren't always accessible to ask, so we speculate. Why does this character make that face while she says that line? Where does this character's loyalty really lie, or is it complicated? Why hasn't this character ever done this thing--is it because she wouldn't or can't, or has it just not happened? And though I haven't honestly been surprised by the depth and intensity of some of these discussions, it's actually pretty amazing that so many people have wildly different interpretations of the same thing. I interpreted a character's gesture as genuine and warm, while one of my friends saw it as insincere and mocking. I saw someone call a villain's motivation flimsy and Evil Overlord-ish, while I saw mountains of personal investment in her desired outcome with understandable goals. I've seen people question the authenticity and depth of an important relationship in the series because we finally got to see how it began, while I saw a reflection of how many of our relationships start in the real world before they develop into something that endures.
What makes us want to understand fictional people so thoroughly? I think it has to do with author patience. As a creator, you have to balance reveals with concealed information so the audience will want to know more about your characters' past, present, and future, but you also have to avoid making it feel like a deliberate tease. For most kinds of fiction, the authenticity will come from imagining that the audience isn't there. You're not doing this for them (even though you are, and you do have to think about that too when it comes to designing your characters and what stories they tell). This maybe sounds close-minded, but I avoid reading books that are categorized as "mystery" because (with a few exceptions) they so often construct the storytelling around a contrived puzzle for the reader--doling out clues and hints and deliberately planting distractions to avoid making it too easy. I feel teased and condescended to when it's too obvious that the author is dancing around revealing something important, especially when sacrifices in realism or common sense have to be made so I won't see the giveaway.
But people, including fictional ones, can be their own puzzles, and as we watch them do things and interact with each other, we want to know more about them. Those are the mysteries I want to solve, and those are the mysteries I want to weave in my fiction. There isn't just one piece in a puzzle that's the "key" to understanding them--the answer to who they are or the core of their being. Too many stale characters are treated like they are about one of their puzzle pieces and the story is about finding where the piece is hidden under the couch. I think stories are about building a big picture with all of the pieces, appreciating each as you go, and connecting it to the pieces around it as well as looking at it in the context of the whole puzzle. Depending on the type of story, you might see the picture on the puzzle's box first and then take a journey in making that thing, or you might have no idea what you're building and start putting it together for the purpose of seeing what it makes. But regardless of the storytelling structure, you're putting in one piece at a time, and the simplicity or complexity of the puzzle will affect how much you can guess about the surrounding pieces or even where a whole group of those pieces goes inside the frame.
Characters aren't people any more than a puzzle is a real place, but they represent people in our minds and must act enough like people for the process of putting their puzzles together to be satisfying.