Character is built from overcoming challenges and developing higher sense of values. A word that isn't used much anymore is character as a criteria for personal and professional success. Developing character is a process of life long adaptation.
Character isn't like learning a new skill or getting a new degree. Character is more about developing a deeper sense of values and meaning that keeps one moving toward building a life of principal versus something you tell others you have.
Character is a way of viewing the world and one's responsibilities within that world. A person who has developed character leans on their core values when they are challenged. Some will choose it and some will not thereby separating the wheat from the chaff in terms of substance.
Let us say you are faced with a situation where doing the right things means losing something important to you. a person of character is willing to stand on their principals. Few will take that path.
Developing character starts with having a value system beyond the capacity of most people. Think about what is valuable to you and where you can and can't personally commit. If that value is violated or under threat...the choice you make will determine the depth of your beliefs.
When faced with a challenge it is necessary to meet, adapt, and overcome. The more you can meet life's challenges and find ways around them, the more character you can develop. The end result is greater confidence and higher performance when new challenges arise.
Not everyone develops character. Most follow the path others laid out for them and don't make much independent thought and action. A few develop deeper and greater character while many fit in the center of the bell curve. Developing character is a personal journey.