Broadly speaking, Snuggle is right. I also echo what IratuSuzanno and theredsheep said.
Writing advice is a strange thing. When I first started NAH, I reached out to one of my favorite authors and just asked, hey, what did you do to learn writing? Are there any particular resources you'd recommend? The answer I got back was that, if you were already at the point where you were serious about writing, there were no resources that were worth anything. I won't say general writing advice is worthless, but I'm yet to read a book about How To Write that gives me something I don't already know.
Really, the only book I'd recommend is On Writing by Stephen King, but it's also not really a writing help book.
Anyway, the advice I got was that you should read what you want to write and seek to imitate how it made you feel. In essence, dissecting and reverse-engineering through the act of close reading. If you read a passage that had an effect on you, figure out how it had that effect, and then you can employ it yourself. Close reading is a skill like any other. It's the same thing as appreciating a car for how it looks, then learning how it functions under the hood.
I'd recommend reading Peter Watts' Blindsight. It has a cast of people with transhumanistic ways of dealing with the world and manages to make them all relatable and engaging and sympathetic, even the vampire who only comprehends the world in present-tense and the protagonist with his bifurcated brain.
Characterization and dialogue are things people say my serial does particularly well, so I'm just going to ramble a bit about my process and mindset and hope some of it is useful. A big thing was establishing who these characters were quickly, especially given the fact that there are three protagonists and it's a world set fifty years in the future after some substantial changes. A recent comment on the first chapter pointed out, on a re-read, how well the first chapter foreshadows Leopard's arc and basically encapsulates him completely. This is very deliberate. I write NAH with full knowledge of the paths I want these characters to take and where they'll end.
So, for example. When introducing Leopard, I wanted to convey the sort of person he is.
1. He's a criminal mercenary and he's pretty good at what he does.
2. He's not a 'cool' badass, even if he's comfortable with violence.
3. He's the most moral person in his group, which isn't saying much.
4. He thinks he's 'one more job' away from going legitimate.
5. He's a solitary individual who has one real bond, and is generally okay with this.
6. He thinks he's really objective and perceptive, and maybe he is -- but he has huge blind spots, too.
From there, we get these various conflicts: Will Leopard's morals, as nascent as they are, affect him? How will it affect his one friendship? If he's a criminal, will the law catch up with him? We establish who Leopard is immediately, even though the first chapter is also the inciting incident for him: they find the mysterious object. All the exposition and detail is only necessary in so much that it illustrates Leopard's story.
But Leopard is generally seen as the hardest of the three to like, and I think that's partially because he wasn't supposed to be likable and the fact that the typical serial character is a blank slate badass, but they're generally 'cool' and that throws some readers.
So, I'll talk about the others. After Leopard, comes Sabra. In her first few chapters, I wanted to characterize her in the following ways.
1. She's a relentless humanist and driven because she genuinely thinks people are good. 'I am because you are...'
2. But she'll win at any cost, even in a friendly game. '...but better you than me.'
3. She owns her actions, but understands that there is a wider world of circumstance.
4. She has friends, a family that loves her. She's not a loner and she's not particularly unhappy.
5. Despite being impetuous, she is also thoughtful. She takes even her dead-end job very seriously.
6. She holds herself back more than others hold her back.
So, the most obvious conflict there is how can Sabra reconcile her humanism with her mean competitive streak? Can she reconcile them? A key theme of Not All Heroes is that contradictions are destructive, both societal and personal. She is the most obviously heroic character of the three, but NAH is a story that understands heroism in the ways of the Classical Greeks, not in the sense of, say, Superman or Spiderman. Sabra also receives some key points of characterization in the prologue.
But even Sabra isn't the character who people think is the most effective. That's the third of the big three, Pavel Fisher.
1. He's a former superhero who retired after experiencing great personal trauma -- but he's still registered, still has his costume.
2. He's a good person at heart, even if he's a curmudgeon. He's grumpy, but only to people he feels deserves it.
3. He's a curmudgeon because a. the trauma and b. the fact he's smart enough to see that nothing is being done.
4. He lives alone, doesn't really take care of himself or his apartment, but has a cat whom he dotes on.
5. He thinks he has sacrificed enough for a world that may not have deserved it.
6. He tries to do the right thing, but he's got mental wounds. He visits his old team leader in hospital, but it's once a year, on a schedule.
Contrast this to the elements of worldbuilding throughout their first few chapters.
1. There are superheroes. Some of them are deific forces of nature (Leopard), some of them are basically super-cops or super-criminals (Sabra), and others are just trying to have normal lives (Fisher).
2. There's a global peacekeeping organization. It helps out with disasters and has a monopoly on superheroes (Leopard), but doesn't seem to care about long-standing issues (Sabra), and seems to be motivated more about preserving what exists than fixing things (Fisher).
3. It is fifty years in the future and, in that time, the world has experienced a renaissance and a period of crises, but both are considered 'over', stuff to be discussed in history books. For example, we meet Leopard in Guatemala which has become a failed state/disaster zone in the wake of a superpowered clash. It is not an anarchic grimdark hellworld, but there's clearly a divide between the first world and the rest of it.
Worldbuilding is only important in so much that it helps illustrate the characters and their story. Why is Sabra going vigilante? Because she's lived through years of institutional neglect, but also because she is passionate about her broken-down city. Why is Fisher so grumpy? Because he lived through the Golden Age and seen the world just kind of go back to how it was - what did he sacrifice so much for? Why is Leopard a thug, at least in part? Because he has a dim view of the IPSA and its hegemony - and he's somewhat justified.
Have the three of them changed while still being identifiable as themselves throughout the story? Yes. They're all recognizably the same people in Arc 2 as they are in Arc 1. This depends on understanding how and why people change. People don't so much as turn 90-degree corners as they make minute adjustments over time. A repeated idea in Not All Heroes is the idea that everyone has momentum and it takes a lot of effort to overcome that. Leopard, for example, has gone fairly legit by Arc 2... but it doesn't suddenly make him a good person, nor does it heal his issues. It'd ring false if he just turned a corner like that.
The more alien a character is, the more work you need to do in making the audience care about them. As mentioned, Peter Watts is pretty good at this, introducing Siri Keeton in a way that both makes it clear that common bit of empathy and yet how alien his perspective is. Generally, though, I'd say the way to do it is to introduce them quickly in a way that lets us understand who they are and what they desire. The more alien and bizarre the world, the easier the characters should be to understand.
Take Worm, for example. Worm's beginning is not the best -- Taylor in a bathrooom upset about her best friend being her bully has very little to do with the story as it builds up. It should begin with the Lung fight, really. However, a lot of people believe that Worm should start with a particular event/flashback that is depicted later in the text between two trans-dimensional beings. That would be even worse, because the reader can at least understand what it is like to be bullied. But the navigation protocols of two eldritch beings? Eeeehhhh...
I'm running out of steam and this post is already quite long, so I'll leave it here. I hope it helps. I'll check in to see if you have any additional questions or thoughts and do what I can to help with 'em.