Many characters can grow in the garden of literature, but, they can’t grow in a vacuum. Characters need a context in which to act, just like a flower need soil in which to grow. The world needs to make sense and be consistent. You need to describe the government, the people and the rules of their society and most important, the world needs to be understandable and unique. The world will throw villains and allies at the hero and they must grow organically from the context the world provides. The reader must become invested in this world. These are the most important things to know when building a setting for a story.