Decide what kind of villain you want for the story you are telling – there are various different archetypes that can make a good starting point for thinking about, if you’re not sure. It’s not the same for every villain as every story requires different kinds of villains with different villain involvement, as some will need more fleshing out than others in the actual novel.
But either way, no matter how much actually ends up in your story, think of them as you would as you would your protagonist, even if you never actually write their POV. The anti-protagonist. So, what do they want? And remember they probably have more than one personality trait.
But also remember what makes them a villain. Some good villains can be recognizeable and relatable, sure, but the best villains are frightening. They need to be a legitimate threat. Villains are often cruel, or selfish, or any of those villain-y things no matter what they justify to themselves. You generally don’t want people hoping your villain/antagonist wins, nor do you want the hero winning to be easy.
Consider if you want your villain to contrast or reflect your protagonist, or what the dynamic there is. Is the villain meant to be the polar opposite to your protagonist, are they meant to be very similar but chose different paths, or is it that they’re somewhere in the middle. Antagonists are foils to your protagonist, the best villains normally reveal some facet of your main character through their conflict.
Note, not all villains are actually people in your story. Sometimes the antagonist is the character’s own self, or nature, society, fate etc. But for the sake of this ask I assumed you meant a villain as an actual character.
When in doubt, think about who your favourite villains are and then think about why. What makes them so great.
This will come in handy when I finally start writing that HQ / SE AU.