Ah yes, character death and character pain. My two specialties.

There are two types of character pain: emotional and physical. Let's talk about emotional pain first.

Your characters can't be perfect. Let them mess up and stumble.  Let things get worse for them. Let them question themselves. If things are ever going to well, make it take a turn.  Make it dramatic.  Let them fuck up.  Let the people who hate them the most be RIGHT.

If they take something for granted, take it away from them. And in doing so, have them realize how much they needed it.  Whether this was an object or a person or an animal, have the loss of such a thing hurt them unexpectedly.  Breakups are sad and all, but those are to be expected.  An unexpected sadness is more painful to both your character and your reader.

Have them doubt themselves.  Make them certain in something they think they know and have them realize something isn't right about it. Let their doubt torment them.

Your character needs fears.  If they have a significant fear, force them to face it.  And not in a good way.  This isn't the "face your fears and overcome them" type situation. This is the "face your fear cause you have no choice and it hurts you" type situation.

Have them fail. I already said this but seriously, make them mess up.  Have other characters question them. They were once adored and believed in, so take that away from them.

Just be mean to your characters.  Things keep getting worse and worse for them.  Every now and then there's hope but it's quickly extinguished.  This will make their heart flood with pain.

I'll talk about physical pain later, because that one will take up more of a chapter here.  Both the cause of the pain and the result.  And the way it feels and affects the character.  For now, I'm focusing on emotional pain.

Other things to note:
-Depression isn't quirky. If you write a depressed character, the worst thing you can do is bring it up all the time or pull out the stereotype of "masking their pain with a smile" because though most people with depression do in fact do that, we aren't really aware of it.  So it's not something to add to a character or being up often. What's better is having another character find out that that character is depressed and having it surprise them because of how happy they usually act.

-Trauma doesn't get talked about usually by a victim.  It's really painful for people to talk about usually so they don't bring it up, especially with people they just met. However, I do have a friend who casually talks about the trauma of her young childhood all the time and I think it's a coping mechanism for her. She seeks attention because it makes her feel better and that's ok.

-Physical pain can lead to emotional pain.

-Obvious things like crying won't always work for showing emotional pain.

That's all I have for this at the moment. If you have other ideas, feel free to include them in the comments!

If you have any questions, go ahead and ask.