I disagree with most of OC's specific suggestions, because I'm difficult that way; I think there's several ways you could work each character, and it's best to go with something that resonates for you. ;)
In answer to your question, Meg--the "Why?" at the end of your response to me--it's important to know what your characters want, because those wants are what you can use to drive the story. A character who wants something and has to struggle to get it (or has it but has to struggle to keep it) is sympathetic to your audience; we all understand what it is to want.
Also, understanding what your characters want helps YOU get to know them better. Ideally, as an author, you should know your characters better than you know most real people (after all, you can get in their heads, which you can't do with people IRL unless you are secretly a psychic ninja); even if you don't necessarily share their wants, you should sympathize with their wants, and have a certain understanding of how far they'll go to get them.
As an author, that sort of understanding can make your life easier in a couple of ways.
First, if you know what your characters want, creating conflict becomes easy. Take a look at Kitteh's suggestions, all of which involve snatching those wants out of your characters' hands. Look at all the chaos it creates, the glorious potential plot threads. Suddenly there's a million problems that have to be dealt with--and your characters are going to care about those problems even more than you do, which brings me to my second point.
If you know what your characters want,
you can manipulate them.
Now, there are people reading this (perhaps you included) who are going to say--but I'm the author! I can manipulate them anyway! They are my little puppets, born to dance in whatever manner I choose, and I am THEIR GOD *insert maniacal laughter*. Which, you know, is valid to a certain extent; nothing's going to stop you putting whatever words on the page you wish.
HOWEVER. Manipulating your characters using their wants, as opposed to just having them do whatever you choose, will force your story to grow out of your characters--organically. This creates a more cohesive story, with conflict that matters to the reader, and makes it seem more like we're reading about people rather than puppets.
Also, it's more fun. *insert further maniacal laughter*
As for resources, I feel like I've linked you to some stuff before, but I can't remember what, so here are my basics:
Holly Lisle has a bunch of articles which I recommend largely for their universality--no matter your writing PROCESS, a lot of her advice is very good (which is more than I can say for most writing resources). The articles are all in that thin column that goes down the middle-ish of the page; my favorites are under "Feature Stories" and "Writing Life," but if you're interested in mechanics, her "Workshops" are good as well.
I'm fond of
Limyaael's Fantasy Rants as an inspirational tool--I don't agree with all of her opinions or tastes, but she almost invariably has me thinking "Oh, but this could work really nicely if you did it THIS way--" and that's good creative juju, for me. Also, IMO, she's very good at explaining WHY things don't make sense, which is more important than pointing out WHEN they don't make sense, if you're a learning writer (and aren't we all?).
I also have a few blogs I follow because the writers' processes interest me, and a buttload of more specific articles that I usually bring out when I crit, so let me know if there's any particular issue you want advice on (or if you want more detailed advice on characterization, shoot me a PM because I eat that like candy).
That said. Figure out what Azriel wants. He does want something, even if he's not telling you what. And Nessa's want is one of my favorites to read and to write--there's so many ways you can play with it. (One of my favorite takes is actually from an older YA book, "Jennifer Murdley's Toad" by Bruce Coville; I haven't read it in years but there's a scene near the end that I still remember well.)
Do let me know if the rambling is incoherent. You're bumping up against a problem I've hit so many times my head's probably got permanent bruises, so I'm interested in helping you out if I can.