In my opinion, the best stories are character-driven. In other words, the focus is on the main character rather than on the plot. When creating a memorable character, therefore, it is vital to your story that you develop a character arc.
What is a character arc? It is the path your main character follows from the beginning of the story to the end. But it is not just any path. It must be a path that delineates and denotes a change in your character. Your main character at the end of the story must be a better person that she was at the beginning of the story. She must have grown either by overcoming a challenge or by acquiring a new perception of herself or both.
As you begin to develop your main character (aka protagonist), think about what you want her to look like on the inside at the end of the story. Then write your story toward that end.
For more information on creating a character arc, you may wish to check out Randy Ingermanson’s article: http://www.advancedfictionwriting.com/blog/2010/12/28/putting-a-character-arc-in-your-novel/