To create realistic and interesting villainous characters, author, teacher, writing coach, and speaker Mandy Jackson-Beverly recommends turning to psychological research. For her own research, she's read psychology magazines and Dr. M. Scott Peck’s People of the Lie: The Hope for Healing Human Evil to better understand what makes a person evil, and what different “types” of evil there are. Even if you are writing supernatural characters and not actual people, you can use the human element as a starting point. This research will also help you create comprehensive character descriptions, which are crucial to have before you write, says Jackson-Beverly. Otherwise, you aren’t able to understand how your characters will react in a given situation, because you haven’t fully built them out yet.
Making a different kind of villainous character is always a hard job to do but the hardest job is to act that character in a way that the audience starts to like the villain instead of a hero. We have a few examples too like Joker from DC and Thanos from Marvel. Well, right now I'm looking for The Marvelous Mrs. Maisel SO4 Rachel Brosnahan Blue Coat, I really wanna buy it because I'm just loving this woman's character.
I enjoyed Mandy's advice.