While you don’t have to be a member of the Spanish Inquisition, it is your job, as an author, to torture your characters. Of course, torture can take many forms. You don’t have to tie your characters to the rack or have them drawn and quartered. But as a writer, you do have to complicate their lives.
Without complications, a story is boring. Who wants to read about someone going out for a cup of coffee and then go home? No one. Not unless something happens while they’re having coffee. Maybe an old flame shows up that your main character never wanted to see again. Already your main character is on edge. The old flame wants to renew their connection, but your main character has a terribly jealous spouse. Instant conflict! Or maybe, your main character just sits down at a table with their favorite espresso when a bomb goes off outside the coffee shop. Glass flies everywhere, and people are hurt, screaming, and possibly dead. What does your main character do? How does s/he react?
Having said all that, there is a caveat I’d like to put in place. When it comes to torturing your characters, don’t torture them for torture’s sake. While that complicates their lives, it doesn’t further your story. Make sure that the complications you throw at them either reveals part of their character or helps the story move forward. If the bomb happens out of nowhere in a romance and is never brought up again, having only made the main character’s cup of coffee more difficult, don’t put it in. However, if the bomb is part of the story line of your thriller, and it was set by the villain in an attempt to kill your main character, or maybe how your character reacts in helping the injured parties leads them to resolve some issues they’ve been having trouble with, cool.
Another thing to keep in mind is that torturing your characters can be hard on you, too. It can be difficult to keep putting your hero in harm’s way or breaking their heart. The writer must harden their heart a bit, while still keeping the door open to the experience their characters are going through so they can write it effectively. The other extreme is when you keep throwing one thing after another at your characters until your readers begin to think that the characters should just drop dead from stress. There is a balance to maintain. Sure, things always escalate as you approach the climax of your story, but remember to give your characters a little respite now and then as the story goes on. These scenes give your readers a chance to rest and catch their breath, too.