Fundamentally, our choices. There are three models: nature (Inheritance genetics); nurture (environment); and freedom of choice. The first two are the hand we are dealt. But starting at age 8, and increasing to adulthood (with specific abilities arising at 13, 18, and 25), we can gain the ability to choose, if we decide to do so.
Stephen R. Covey saw the first two models as variations on blame: It's my grandparents fault (genetics); or it's my parent's fault (nurture). He considered the third to be the model of proactivity and independence - whatever has happened to us up until this moment, right now, we have a choice. And, on a spiritual level, that choice is unlimited. (Covey follows Viktor Frankl, who attained great spiritual awakening in a Holocaust death camp.)
One thing we can learn to do with our freedom is to increase our freedom. We can learn greater self-awareness, healthy conscience, imagination, and independent will. We can increase and exercise our options.
Given that is possible, if we don't change our character, it is because we chose not to.
We can change our politics. We can change our diet. We can change how happy we are and how we treat others. If we find we can't change, we can go back and increase (change) our ability to change.
For more, read my hubs on Secrets of Happiness, 7 Habits, and New Years Resolutions.
I agree with SidKemp's answer. Also, I think we are born with an innate character which life can either reinforce or negate. It is a complex question, but I think it really is a mixture of nature and nurture.
A person's parents' values and the upbringing of their children, and upon reaching maturity, the right choices made by that individual, despite a myriad of temptations placed before them. Societies demands are strong, and how much strength of character an individual has can make all the difference.