This isn’t any different than real life. Let’s say you want something. It can be big and abstract, like happiness or security; or it can be small and specific, like a candy bar. How do I get it? I could ask for it, using just the sound of my voice (dialogue) and maybe a little body language (physicality). “I want a candy bar,” I ask. If I’m successful, I can move on to the next thing on my list. But that’s not usually enough. Often we have to do something ourselves to get what we want. I may search my house for one. If I find some candy and it’s not mine (ooh! someone left one in the freezer and frozen candy bars are awesome!), I have to negotiate with its owner or maybe just steal it. If there isn’t any candy in the house, I may have to find some money and my car keys and go get one at the store. When I get there, I have dozens of choices: milk or dark chocolate, with nuts or without, caramel/nougat/crisped rice? Maybe I’ll change my mind and get some cookies instead. Or how about a beer? Faced with options, what I really want may change.
Our characters deserve the same chance to want things, to overcome obstacles to get them, to change their minds if new options are available. Don’t just say the words. Know what your character wants — all the time — and you’ll start to make the move from just someone reading lines to an actor doing things.