This sounds dumb, but you’d be surprised about how many well-made characters can take on lives of their own, or how not-so-well-made characters can look like they’re moving about like so many puppet joints on a string.
Your goal is to find a balance between the two. The better the character, the more unpredictable they will be. The worse the character, the more predictable and useless they’ll be. Having the former is dangerous and makes you have less control over where the story heads, and having the latter will just flatten out your story into an annoying cliché.
I’m not saying anything different than what I’ve already said: you DO want your characters to “take on little lives of their own”. This is usually a good thing, as this puts the character in an unpredictable loop that keeps the reader saying, “What’s he gonna do next?!” This is good.
However, there is an interesting phenomenon that is is uncommon, but happens nonetheless: this is when your character gets TOO unpredictable. Usually this happens as a response to the writer’s inability to gauge when a character is correctly balanced, and so he or she goes over the top.
This can also occur in character whom you had a great plan for, but never introduced it in the story. This is like if you had an incredible backstory for one of your main heroes, but never saw a chance to put it in. The greatness of this character is lessened in your book and augmented in your mind, and you can make the character operate off of the details you never put in the book about him, even if you meant to.
So…what does this look like? When characters start doing seemingly irrational or contradictory things, this is a clear indication that you need to start reining them in. When they do things that you might not expect, or do things that would clearly be done by another character, they’re getting too wide.
How do you stop a rampaging character? Well, they weren’t always that way. So go back to when they were newly-created. What was your vision for this character since his/her inception? How has that changed since their entrance into the story? Are there any defining characteristics that you planned to add?
Or, for whatever reason, you might feel that a certain character is acting of its own volition. Don’t just shrug this off, on the basis that “that’s what well-made characters do”. Well-made characters act predictably in their realm of unpredictability. If you think your grip on your character is beginning to slip, then tighten it.
Of course, you know the other extreme: forcing your character along like a puppet. Please don’t do this. It’s obvious and annoying. This is bad, for a multitude of reasons that you already know. When this happens, try to redefine your character: what was the point of introducing he or she into the story?
When you make a character, you have to make a reasonable outline for their future and a complete one of their past. Whenever you think of creating a character to put in your story, have in mind a vision for what they have done as well as what they will do. This helps you to keep a greater and more graceful hand in the developments of your characters.
Good luck, and happy writing!