[warning, long post incoming, so feel free to take or leave whatever you wish]
It's hard to say what might or might not be missing without reading your work. Consider that this is the opinion of one editor, and not liking a given character might not be about poor characterization itself. Strong, well-done characters will sometimes elicit very strong responses in particular readers, and those responses won't always be positive. No book (or character) is for everyone. For instance, if (say) your main character is a coward and a liar, that's not a bad thing in of itself (assuming that's the kind of protagonist the story needs). BUT some readers simply prefer books with brave, forthright protagonists. Nothing you can do about that.
I am no expert (so take what I say with a grain, or entire shaker, of salt), but if characterization is something you feel you struggle with, one thing to ask yourself:
Is the character driving what happens in the story, or at least making active choices that have consequences that move the plot along? Despite what some say, I think relatable, interesting characters can be reactive at times, even passive, especially early in the story (reactive or passive to active is a type of arc also), but their choices or concerns should affect the plot, and they should have a reason for doing what they do. In other words, they shouldn't just be spectators as things happen around them, unless they're cast as a witness or narrator who is observing the story's true protagonist (as was Nick in the Great Gatsby).
A writer who gave a talk at a workshop I attended said that he felt it was fine for a main character to be incompetent or ignoble or ambivalent, but they should be performing as well as they are capable of at a given time in the story. I think this is because a character who isn't trying their hardest will tend to feel distant or detached from the story's stakes, and it will be harder for readers to root for them.
There are always exceptions, especially if the character's arc is about their being detached or passive (such as Mersault in The Stranger, or Milo in The Phantom Tollbooth). But these characters had reasons for being who they were, and their personalities drove the story. If you have this kind of story, I think that needs to be crystal clear from the beginning.
Another potential problem might be a static, or completely unchanging, main character. Static main characters can be done effectively (and may be more of a norm in long-running series of certain kinds, like James Bond, or stories where the character's fixed personality is part of a tragic arc, such as The Stranger, or Death of a Salesman or whatever), but in a single, stand-alone book, there would likely need to be a clear reason for static-ness.
Other potential issues could include being unclear about a character's goals, problems with portraying their emotions, a strong voice that grates on some readers (not all readers like character-centered narratives, and not all voices appeal to all readers), or a voice that is inconsistent or doesn't match the character's circumstances. Also, characters that represent a trope the reader dislikes or has seen too much of lately (for their tastes) could be an issue. Think of all the angst and disagreement that surfaces in those threads about "things we hate in [insert genre]."
There are so many things this comment could mean, and not all reflect badly on your work at all.
Again (and boy oh boy does this sound phony, because I can lose all confidence in myself from a single negative comment), don't allow one opinion voiced by one editor to throw you for a loop. But if characterization is a frequent criticism you get from readers, it's something to consider. There are also books on the subject of characterization. There are a couple I know of offhand:
Characters and Viewpoint by Orson Scott Card and Creating Character Emotions by Ann Hood.
Searching these on Amazon (which seems to be down right now, at least for me) will likely give you links to other books dealing with these topics too.
