Everyone has a past. I do, you do and so do your characters. Your past, and all the baggage you carry around, shape you into the person you are today. Your past choices, failures and successes, will come into play everytime a decision needs to be made. You take a certain route home from work because the past has shown you the traffic tends to be lighter. You order a particular drink because you've had it before and know you'll enjoy it.
Your character also has a past and while we certainly don't want to go into detail about all the little experiences that have ultimately shaped your hero or heroine (or even your villain!), the reader needs to know some of that good stuff.
Is there a reason your hero is afraid of the full moon? Is there a reason your heroine can't be near any man wearing a certain cologne? Sometimes all it takes a quick sentence to clue to reader and make the little tidbits stand out and turn them into the "a ha" moment.
Take Harrison Ford's character, Indiana Jones. In the first movie, he's faced with jumping into a buried tomb in search of the treasure he's been seeking (and of course, he needs to save Marion!) Up to this point, we've seen him be brave and daring and believe in his character. We expect him to jump right in and save the girl and win the day. But wait! He drops his torch into the pit and leans back with a disgusted look on his face and says, "Snakes. Why did it have to be snakes?" A HA! Our hero has a weakness.
There it is in one short sentence. Obviously something in his past has made him hate snakes. We don't need to know the details, we just know it's enough to make him think twice about what he's about to do. It makes his leap into the pit that much more thrilling and brings us that much closer to his character and the sacrifice he makes to achieve his goal.
Dig deeper - pull out your characters and make them leap off the page! I dare you...