Everyone has a family, dead or alive, but what I've found with quite a lot of characters is that their family is rarely mentioned. The mother or father sometimes pops out when its convenient but other than that there tends to be little/no mention of family unless it is crucial to the plot.

Even if your character is an orphan, they had a family which for whatever reason has died or left the character. Exploring your character's family can add lots of dimensions to your character as it shows their roots, where they came from. Your character's family can have any back story you want, they can be mean or nice.

I also find with a lot of stories is that siblings are rarely mentioned, are all fictional characters single children? Interesting family dynamics can make interesting books.