What do we really want? Oh, you answer some of them. For example, in most mysteries, whether a suspect is guilty of the crime or not, he or she invariably has a secret. Have them react and move forward, to keep things moving. If you are writing a book, you have much more freedom — but you still need to know where you are going to end up.
Believe it or not, this is where the seeds of an interesting, unusual protagonist are first sewn. That way, it'll be authentic and true to the writer.
Hitchcock was adamant that the backgrounds must be incorporated into the drama and made it a rule to exploit elements that are connected with a location. Spice it up and reveal essential information to your audience through gossipy conversations between your characters.
A character who tries to cover something up? In the thriller Fractured, what was the mistake Anthony Hopkins made that proved he killed his wife?
They affect the stakes on the table.
Each character should be a mystery — not a cipher, not an endless unsolvable puzzle — but rather a question to be answered.