That is exactly what I felt when I was making scenarios for role-playing games, several years ago -- mostly for NEPHILIM and Call of Cthulhu. At first, a character was abruptly mentioned, then I gradually fleshed him out, giving him proper background and a role in the grand scheme. I always researched a lot, and then... researched even more, to have historic accuracy and a realistic reasoning for his motives and plans. Then trying to blend the occult/fantasy environment with real-world conspiracies and events. Oh, the joy of learning through gaming...