Genetic effects on personality
Many genetic studies in this area have found that variation in serotonin receptors associates with differences in a number of personality traits. That one gene, or a very small number, turns up time and time again for something so complex as human personality makes me a bit suspicious.

Other factors at play:
Family dynamics
Culture and cultural norms
Society and societal norms (these could clash with the above two)
Exposures - drugs, toxins, diet, and many others
Traumatic events