Members of the Society for Creative Anachronism “recreate” the Middle Ages at various events, feasts, and game-like battles throughout the year. Each member creates a medieval persona for him or herself, which might be extremely detailed and well-developed.
The title link (by Modar Neznanich) describes how one might create such a persona. Most of the questions Modar poses are as useful for an author writing a character or an actor playing a part as they are for a SCAdian forming a persona.
If your character is modern, try thinking of him in a historical period. Is he really a knight in shining armor, out of place in the 20th century? How would she have felt about having to wear a dress all the time?
If your character was in the SCA, what persona would he or she choose?