Tools of Characterization
Characterization in The Usual Suspects
Actions
If actions speak louder than words, then "killing your own family" is the kind of action that speaks through a megaphone. But Keyser Söze doesn't just kill his whole family recreationally—he does it to make a point.
Hungarian gangsters try to force Keyser to give them all his business—first, they rape his wife, and then slit the throat of one of his children. Verbal says,
"Söze looks over the faces of his family... Then he showed these men of will what will really was..."
We see him shoot all of his remaining family members dead, saying he wouldn't want them to live another day. Then, he proceeds to get revenge on the Hungarians:
"He waits until his wife and kids are in the ground and he goes after the rest of the mob. He kills their kids, he kills their wives, he kills their parents and their parents' friends. He burns down the houses they live in and the stores they work in, he kills people that owe them money. And like that he was gone."
So, if Verbal really did all this stuff, his character contains a reservoir of violent willpower and ruthlessness.
As for the other criminals, we get the sense that these guys are—if not super-evil—at least amoral. They try not to kill people when they commit their crimes, but when things go south, they don't hesitate to break out the big guns—killing Saul Berg and his guards, and the two guards who were with Kobayashi.
Location
We see the wise guy side of New York City in this movie. We're not hanging out with the crowds on Broadway, or walking through Central Park—we're in a police lineup with a bunch of seasoned criminals. This gives us the sense that NYC breeds a particular kind of bad guy—streetwise and practical. When the five criminals get back at the cops, they manage to do it with style and without killing anyone.
It's when they move to L.A. that things get really nuts, and Keyser Söze enters the picture. New York is hard reality; L.A. is a dark fantasy.
Names
The screenwriter, Christopher McQuarrie, catapulted various co-workers from a law firm to immortality, naming different characters in The Usual Suspects after them. (Pro-tip: this is why you should always be super-nice to aspiring screenwriters.)
Most of those names don't reveal much about character—aside from the fact that they sound kind of cool, like Fenster and Rabin. But McQuarrie hides one big clue that does actually say something about character—he named Keyser Söze after a lawyer named Keyser Sume, changing the last name for legal reasons. (Source)
And the way in which he changed that last name says a lot.
The word "söze" comes from a Turkish expression, "söze bagmak," which means "talks too much." The character Verbal says that his nickname is Verbal precisely because he "talks too much." Hence, the last name "Söze" is a strong hint to the true identity of Verbal, which you might be able to guess if you speak both Turkish and English.
The names Verbal and Söze both hint at Verbal's artful use of language—he's not a babbler like Kujan thinks, but rather a storyteller capable of manipulating his listeners with clever lies. (Source)
Occupation
This one's classic—it's used to demonstrate the character difference between "cops and robbers" (or, the differences between the character of a U.S. Customs Special Agent like Kujan and a gangster like Dean Keaton or Verbal Kint).
Being a Customs Special Agent, Kujan is concerned with law and order—but, he's not beyond making illegal sounding threats, telling Verbal that he'll sic bad guys on him unless he tells Kujan what he knows. He's willing to do what it takes to get the job done… even if those threats are just hot air.
On the other hand, the criminals, like Verbal, are overtly untrustworthy and dishonest. Verbal fabricates his story to Kujan, of course, and Keaton seems like a pretty sly and violent character, too (based albeit on things Kujan tells us about murders Keaton committed).
We think these criminals are shady—but we don't sense the true depth of their capacity for violence until the end, when we realize that Keyser Söze is definitely real…and that he's actually Verbal.
Physical Appearances
Verbal doesn't look like an arch-criminal—he looks unassuming, even mild. We thinks Verbal is tagging along with this gang and is definitely not the brains of the operation—but this turns out to be totally wrong.
Verbal's really (to say it for the millionth time) Keyser Söze, who's way more ruthless than Verbal looks to be.
As for the other criminals, they all look like they could potentially be real gangsters… they look tough. Keaton's a good example, because Gabriel Byrne's appearance can function either as that of a noble, good guy (check him out in Little Women) or of a dignified-yet-vicious bad guy (as in The Usual Suspects).
Verbal claims that Keaton's a fundamentally misunderstood criminal trying to go straight, whereas Kujan sees him as a monster—an unrepentant killer. And Kujan has a lot of evidence to back that up.
Speech and Dialogue
Verbal knows how to babble. But even this babbling is a ruse, a way of constructing his false personality, making himself seem like a wise-guy but not necessarily someone who's thinking all that hard about what he's saying before he says it.
But of course that couldn't be further from the truth.
He's actually picked this coffee bean picking detail right off the bulletin board without Kujan noticing:
"Back when I was picking beans in Guatemala we used to make fresh coffee. Right off the trees I mean. That was good. This is s***, but hey, I'm in a police station."
He's improvising—concocting even tiny and seemingly meaningless things in order to keep Kujan off guard. In the end, we realize how wily Verbal really was.
Kujan's a lot less subtle than Verbal—he's blunt and somewhat bullying. When he tries to force Verbal to talk to him, he says:
"You atone with me or the world you live in becomes the hell you fear in the back of your tiny mind. Every criminal I have put in prison, every cop who owes me a favor, every creeping scumbag that works the street for a living, will know the name of Verbal Kint."
Kujan thinks he can deal with Verbal through force and threats. He has no idea of the kind of complex personality he's really dealing with.
Thoughts and Opinions
Verbal and Kujan have two entirely different perspectives on life. Verbal believes in all-powerful evil, and a ruthless arch-criminal who controls everything—because he is that arch-criminal.
He confesses this belief in an intentionally deceptive way, telling Kujan,
"Keaton always said, "I don't believe in God, but I'm afraid of him." Well, I believe in God...and the only thing that scares me is Keyser Söze."
Verbal tells Kujan that Keyser Söze is real, knowing that it will provoke Kujan's skepticism.
Kujan's not buying it, and he later tells Verbal,
"Keyser Söze? I don't know, Verbal. Keyser Söze's a shield, or, like you said, a spook story. But I know Keaton, and someone is out there pulling strings for you. Stay here and let us protect you."
As a cop, Kujan feels like he's seen too much criminality to believe in this super-villain-like presence, Keyser Söze. He thinks that there needs to be a more rational, practical situation, so he figures that Dean Keaton—corrupt former cop—is really the main bad guy.
By the movie's end, Kujan is forced to reconsider this opinion.