As a writer, most of the time you will have to toil and slave over your first draft and your characters, outlining the hell out of everything in order to make sure things are Just Right before you start writing. I know I've filled out my share of character outlines in order to ensure I have fully-rounded people to populate my story, and I admit it can get tedious at times. Sometimes, though, I luck out.
Every so often, I get a character that springs fully-developed from the squirrel's nest that is my brain, and I suddenly know everything I need to know about this character. I call these Athena characters from the Greek goddess of war, who emerged fully-grown and fully-armored from Zeus' skull (long story) after giving him a godawful headache. A lot of times I get these character ideas without having a story to put them in, and that's where the headache starts.
Because with very few exceptions, a story doesn't hang properly on just one character. You have one no-work character? Great! Now you have to come up with the rest of the cast to complement her and make an interesting story.
But my character is awesome! I hear you cry.
Well, that's fine, but you can't hang all your awesome on one character and let everyone else be cardboard cutouts. Furthermore, you need a good story to demonstrate that your character is Really Awesome, with more of a plot than Athena Awesomechick Is The Best At Everything She Does And Everyone Worships Her.
Handling Athenas can be a pain because writing the support characters to balance them and a satisfying plot to challenge them must be handled carefully. You can't even cop out by making your Athena a secondary character because having a cardboard cutout for your main character is just boring.
When I started writing Heart of Steel, I had the character concept of Alistair Mechanus fully developed--a mad scientist who happens to be the male lead in a romance novel. That made developing his love interest Julia really freaking hard because she had to be equally rounded, and enough of his intellectual equal(ish) to ultimately be a valid, believeable match for him. It's also made developing my novel kind of interesting because the plot needed to challenge a guy who was almost literally the master of his domain. Making a fluffy romance around those two where they frolic through his many laboratories looking at the cool stuff he's built simply wouldn't work. And I have to make the plot weighty enough to carry them through 80k-100k words.
So, you have an Athena character? Great. Outline the heck out of her--and then put at least as much work into the other characters and the story she's going to be in. Can't do that? Used up all your creative mojo on her? Don't waste a great character. Set her aside in a brainstorming pile. Later on, you might come up with the perfect story for your Athena. She (or he) might even develop further during the brainstorming. Anything can happen.