Give your protagonist a hard time. Not because you should behave like a sadist but because conflict and adversity are what drives your story along.

If, for example, you are writing the script of a Road Movie in which your protagonist travels from Chicago to Los Angeles and nothing bad happens to him the whole way, then that would be one very boring movie. If, on the other hand, he were chased by a mad trucker, shot at by bikers and blown up in a diner, that’d obviously be much better.
Give your hero a worthy antagonist and make things look hopeless for him. Put obstacles in his way. If it looks like he’s about to succeed at something, snatch it away before it can happen.
One of my favourite ploys is to give my hero a small victory, only to have it snatched away shortly afterwards. If I can, I always try and make the “small victory” a step towards his ultimate crisis. For example, he can rescue his “friend” from the “bad guys”, only to discover that he is really a spy, sent to inform on him.
By the way, throughout this blog, “he” and “she” are interchangeable. Your protagonist can be male or female, you simply have to tailor the obstacles facing him or her to suit the circumstances, which include gender.
Pile on the pressure from outside. If your hero is unjustly convicted and on the run, make ordinary, law-abiding citizens his enemies. Children should tell on him, people he thinks of as friends must give him up to the law.
And Nature and the elements should play their part. If the protagonist is hiding out, turn the night-time temperature down to minus ten. Blow away his shelter. Soak him in torrential rain. Poison his water.
The tougher things are for your hero and the tougher the opposition that faces him, the better your story will be. You want the reader to think, “How does he cope? If that was me, I’d give in.” It’s usually good if your protagonist is more driven and more committed than the average reader would consider him or herself to be.
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