Whack away, guys!
I run. I have to.Recently on the
Holy Worlds Fantasy Forum, Treskillard (Foundational Member and author of
Merlin's Blade) posted a link to his blog with an article about
how to write from the perspective of mythical and/or historical characters. I
highly encourage you to go read his post, by the way.

Anywho, in a nutshell, the first thing Robert suggested was reading everything you could about the character and/or their historical time period to gain as much background information as possible. After that, he then recommended writing a first-person 'diary' from the perspective of the character. This "stream of consciousness" really delved into the character.
What this does is “pull the character together and give him or her flesh and
blood.” It makes you “feel their pain, long for their yearnings, and begin to see life through their eyes.”
One of my novels-in-the-works,
Shattering the Dark, is a jumble of historical
fiction and spy fiction, with some fantasy and sci-fi elements thrown into the blender. The POV victim (er, character) is the impulsive Jayson Neil Lewis. His older brother fought - and died - in the Vietnam War. Jayson always looked up to his brother and his memory, which became one of the deciding factors is his choice of career: a 'spy.'
As much as I liked Jayson, he was hard to work with. He needed to be more
impetuous and conflicted for the story (cruel authoress, I know). I knew that if the story was going to be powerful, I needed to get inside his head. I needed to figure him out at his moment of despair and realization. Previous attempt at a rough drafts ended up vastly different from other and the essence I wanted. On a bit of a whim, I decided to try Robert's idea, although at the time I wasn’t sure that Jayson was even going to be my POV character. I pooled my thoughts from my sketchy ideas of the climax of the story and Jayson's background and started writing.
It worked. It worked
really well.
If you are trying to make your characters miserable and tug at your readers’
heartstrings (in a good way, hopefully), it’s entirely plausible that this will do the trick.
It was like someone had turned on a light and I could see the answer to a problem I had been trying to solve in the dark. I connected. I could see through Jayson's eyes in a way. I saw that he constantly fights his recklessness, constantly impetuous in his struggle. He doesn't see that he is tearing up himself in the struggle until he- well, let's not give away the entire story.

Here is Jayson's 'diary' entry. Enjoy.
I run. I have to.
I run, my shoes barely holding onto the slippery ground. Unless I run, there is
nowhere I can go.
All I dream of is running, running on that night. Running where I went wrong,
where I followed my own way. Running where they said not to go. I didn't care.
Running back to where it hurts, where I failed.
I couldn’t - didn’t - stop him; all I did was fail. I let them down. I caused the mess. What do I do now?
I spent my whole life fighting, struggling. I thought I knew how to do this.
I don’t.
I’ve failed where my brother fought and died, and didn’t fail. He stayed strong. I broke. It was so easy. I did most of it myself.
I can’t tame my inner recklessness, my inability to see straight when my
emotions get in the way.
I can’t fix my blindness. I want to be alone, to curl up in anguish, to be left utterly alone. But He won't. It is my blessing and my curse.
I fell where I thought I couldn’t fall. I didn't let myself think that I could.
They broke me. I did most of it myself.
In the past God has brought me to my knees, trying to show me, but it was
temporary, blurred. I didn’t keep my eyes on Him for long.
I see now from the floor. I'm still alive. There must be a reason.
I can’t get up on my own.