A Shakespearian actor becomes unable to tell reality from a play. When his character Mercutio dies he wanders through what he believes is the afterlife distressing his family and friends. Title : A grave man

"Do you have any tips on how to do this? Like a rule or something that could be useful to keep in mind?"

I'm probably just doubling up on what Nir and others have said, but:

Specifically define the OBJECTIVE goal of the Hero... Every other story element flows from this. If there is no goal there is no point.

Once you have that (VERY SPECIFIC OBJECTIVE) goal, take a look at a potential character flaw that would run in contrast to this (irony)..
Your concept has potential (particularly in terms of comedy...) -- just figure out what this character WANTS given they believe themselves to now be dead.

best of luck:)

A Shakespearean actor becomes unable to tell reality from a play...

The event that causes him to become unable to tell reality from a play sounds like it would be the inciting incident. You might want to add that to the loglilne. (As long as you can do it without adding too many words)

Good points made by DPG and Dkpough1.

Aaron Sorkin says that he doesn't know his characters before he figures out their intentions and obstacles. Point is, you can choose an interesting time period, subject matter or theme, but without knowing what a character wants and what's stopping them from getting it you don't have a story.

In answer to your question, the best advice I can give is work it in reverse. If you have a character but don't know what actions they will take or stakes they will face, reverse engineer them from the end. This will force you to think in a goal orientated way.

In the case of your logline you have an actor, what do actors want more than anything? I would say praise. He could want to win a Tony, score the lead in the next big Broadway hit or finally get approval from his parents. That said, his 'want' could be unrelated to his profession, he could want to preserve the natural beauty of the East African coastline and have to fight pirates to do so, or travel to Estonia to see his long lost brother before he dies of cancer, etc...

If you can't think of an external to himself objective need for your character, you could research other films made about theater actors to see what goals those characters had.