When last did you read a book where absolutely nothing happened? A bunch of cool characters with "speshul" (insert trademark) powers mope about trying to convince everyone how cool they are. I don't know about you but I'd get bored pretty quickly.
In most paranormal thrillers or urban fantasies, conflict and its resolution are the keys to a story that keeps the pages turning.
In my role as editor, I see lack of any real conflict one of the biggest reasons why I reject a submission. As an author, I don't even dream of putting pen to paper unless I have a very clear vision of the problems a protagonist will have to overcome before they have their HEA... or not.
First off, there will be the exterior conflict that happens. The proverbial paw-paw that hits the fan and the events a protagonist has absolutely no control over. This could be a maurauding pack of werewolves, a vampire who's gone on a killing spree... Angry undead spirits... Invariably our intrepid protagonist will be wound up in these events and half the fun is not knowing why at first, then seeing how the protagonist gets his or her hands dirty and (it can be hoped) defeat the opponent.
But hell, plain old external conflict is darn boring without some sort of internal conflict. Maybe the protagonist's erstwhile lover got chomped by werewolves, or a beloved aunt drained dry by Dracula's second cousin. Whatever the internal conflict is, it should relate to why the protagonist will have either special knowledge or hang-ups about fulfilling his or her quest. Hell, maybe the ex-girlfriend is one of the unclean dead now rampaging through the city. At some point our hero will have to put the gal down.
Then, to satisfy readers (and editors), masterful authors should look at interpersonal conflict. A band of heroes have to work together to kill off the menace of phantom cockroaches. All good? No. To add spice to a plot, a great author will write in conflict between protagonists. What if the hero is still hung up about the fact that his second-in-command is shagging his ex? What if the protagonist has dirt on one of his comrades... or is forced to work with an enemy?
A great story works on many levels, where protagonists eventually find themselves in various degrees of trouble that eventually you can't stop reading, because you have no idea how the hell they're going to get out of the mess they're in.
Before a character reaches the end and they solve their problems, there's also a concept I'm going to share called a try/fail cycle. The classic concept is that a protagonist has to attempt to succeed at least three times before attaining their goals. If your hero had to get everything right the first time he or she tried, that'd also be pretty darn boring. By having them fail, it ups the tension. Will they have better luck next time? Ooh, look, let's turn the page...
These are just a few of the considerations I bear in mind while outlining my stories and, if you look at any of your favourite authors, you'll be able to isolate these aspects of world-building to see how characters can receive the breath of life.