Ah, an easy one. Though watch as I answer in my typically sideways fashion.
I'd never had this happen until recently. My guess is it's because of the way I fashion stories. Imagine, if you will, a paleontologist uncovering the fossilized remains of a gigantic dinosaur.
First to appear from the earth are the largest bones, which give us the most fundamental details about the creature. What is the overall shape? How did the body support itself? How did it move around?
The protagonist is the head, and as they teach you in martial arts the body always moves with the head. The protagonist's arc - their interaction with the antagonist - is represented by the shape of the dinosaur's backbone. Can this structure support the weight of the other systems necessary to bring the piece to life?
At this stage, I am attempting to answer the most important facets of "Who?", "What?", "When?", and "Why?"
Then we get more detailed glimpses as we uncover the smaller and smaller bones. Was it predator or prey? Whether herbivore or carnivore, can we ascertain its favoured diet? How did it protect itself? Here, I situate the protagonist and antagonist in their world. In my analogy the proportions of the bones can hint at lung capacity, mobility, specifics of the diet. In my stories I am now placing the characters in their physical settings, and populating these places with the actors that will come to play a role in the narrative.
I attempt to wrap up the "Who?", and "Why?" at this stage, sketch out the salient points of "When?" and "Where?", and fill out just a bit more of the last two, "What?" and "How?"
Finally, if we're lucky, we get into the smallest details, hopefully ones specific to this very creature we're uncovering. What can we deduce about its life and death?
When I'm writing, the entirety of the first stage and a good chunk of the second take place before I'll even draw up an outline. With the outline done, my first draft occupies half of the second and half of the third stages. Subsequent drafts further refine, adding or adjusting additional layers of detail. Rewrites are by far the most time-intensive work, but by the end of the first draft I've typically got 60%-80% of the story in place.
So, all of that to say that the reason it hasn't happened to me before is that in every story I've written but one, I'd already charted a course for all but the most insignificant/character-as-scenery characters before setting pen to paper.
I've seen the act of writing fiction compared to recollecting past events, and it's an apt description for my process. My characters don't often surprise me because I already know what they've done.
None of this actually answers the question, though, so let me tell you about the time it did happen.
In my second novel there is a character that serves as cannon fodder for the antagonist, and dies by the end of the first chapter. His scenes serve to build tension and showcase what the bad guy can do, but he was just a throwaway. Upon further reflection, I'm starting to think that following his story beyond his unlucky encounter might serve as an interesting counterpoint to some of the other threads I follow through the narrative.

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