Making the jump between "FanFiction" and "Original character"

You've allready got a great character but youre begining to feel imited by the "universe (S)he lives in or you just dont care for the original story as much as you used to. What do you do? Do you give up on someone you have come to love and hate as you hate and love yourself? Or do you try to force a story that just isnt fun anymore? Neither. You give Him/Her a world deserving of their complexity. Here's How...