Sometimes a character is really based on research that you do. Other times it's just based on your imagination or perhaps your conversation with the director. Or sometimes all of the above. It depends on the movie and character.
There are kids who get on a BMX bike when they're eight years old and they go...
Television contracts the imagination and radio expands it.
Security... it's simply the recognition that changes will take place and the knowledge that you're willing to deal with whatever happens.