Your character is going to be who they are no matter what, but when they are is going to influence how those personality traits of theirs manifest.
Keeping in mind the time period and geographic setting of your story will also help you figure out how they grew up. Their housing accommodations and economic status - both personal and the community's at large - will give you room to play with when you're developing how your character interacts with their home setting and new places.
What kind of relationship does your character have with their family and significant friends? Do they have community anchors and mentors, or does a lack thereof drive them to travel? How are they influenced and shaped by the people around them?
No one exists in a vacuum, unless that's a specific plot point of your story. Don't skimp on the world and people surrounding your character, or the story can come across flat and inauthentic. Even in a romance, more people exist than just your leads, and those side characters can be invaluable in working out the knots your plot will tangle itself into.
This may or may not be a big part of your character's personal convictions, but no doubt there's some form of politics or religion that affects their life. Do they have a religious family, or no? Do they practice any form of spirituality, and has it caused trouble for them in their community - or has a lack of doing so caused trouble? Are they involved in the politics of their community, their kingdom, their country? Do those politics dictate their quality of life? Are they, due to the structure of their setting's government, forbidden from participation in it?
You may never directly comment on any of this in your writing, but if you're thinking about it, it will help give your character the foundation they need to be rooted in a real world - even if that's a realm of complete fantasy.
Do you have any questions about how to incorporate your character's foundations into their personality? Have some tips and insight you want to share with us? We'd love to hear it!