The best suggestion I ever got was to write down everything about your (main) characters that you could think of; their likes, dislikes, hair color, eye color, where they went to school, everything you can come up with. Then forget you wrote it. Don't worry about the details of their lives once you're doing the writing. What matters is that you know, deep down inside, in your subconscious, wherever, that these things are true about your character. You now have what is called a "deep knowing" about your character, and that "deep knowing" infuses every sentence you write about him or her.
Deep knowing gives your reader confidence that they're in good hands. It implies that there is a backstory to these people that, if you chose to, you could go on and on about, but you know the important points to bring into your piece of fiction, and will not tire your reader with the superfluous stuff. That gives a character richness and depth that is not obtainable any other way. To get to this kind of deep knowing about people, it helps to observe them, and ask a lot of questions... yes, writers are annoying, but it pays off in the long run.
The other very important thing I once learned about making your reader want to come back for more, is that you must show your characters compassion. If you don't care about them, the reader won't either. You see this lack of compassion all the time in stories that gloss over the details of someone's life, and just throw a character out at you that you're then supposed to care about. It doesn't work that way in real life; it cannot work that way in fiction. If you care about what happens to your characters, if you are fundamentally concerned for them, that comes through in the writing, and we, your readers, will care too, even if your character is really evil.
Even really evil people have some interior landscape that makes them interesting, makes them human. Not that we have to forgive them--that's not necessary. But we do have to understand them, if we're going to be able to follow along behind them, and the only way we can do that is if you understand them, and show us why we should care one way or the other what they do. The only way you're going to understand them, it seems to me, is if you walk a mile in their moccasins, or try to, and that requires empathy and compassion, the ability to perceive what another's life must be like. This is the core of all effective writing, to be able to explain and illuminate the human condition.