To make characters sound different, give each one their own vocabulary, sentence rhythm, topics and habits of avoidance, so a reader could tell who's speaking even without the name.
This matters most if you write several characters, or a canon character with a recognisable voice. But even with one character, a strong voice makes every reply more fun to read.
The cover-up test
Take a page of dialogue between two of your characters. Cover the names and dialogue tags. Can you still tell who's speaking? If not, they're using your voice, not theirs.
Six levers for voice
1. Vocabulary
What words does this person reach for? A surgeon, a sailor and a fifteen-year-old describe the same storm differently. Background, education, job, region and age all show up in word choice.
2. Sentence length and rhythm
Some people talk in long, looping sentences that double back on themselves. Others speak in clipped fragments. Some ask questions instead of making statements.
3. What they talk about
Every character has subjects they return to: money, food, their mother, the war, the weather back home. And subjects they avoid at all costs.
4. How they dodge
Very few people say exactly what they feel. How does your character avoid it? Jokes, changing the subject, getting angry, going quiet, asking the other person a question? The way someone dodges is more distinctive than the way they speak openly.
5. Verbal habits
A favourite expression, a tendency to swear (or never swear), using full names, pet names, titles. Use these sparingly. A catchphrase in every line becomes a parody.
6. What they notice
Voice isn't only dialogue. In narration, what your character notices tells readers who they are. Walking into the same room, a thief notices the exits, an architect the ceiling, a lonely person the empty chair.
One line, three voices
Three characters are told the plan has failed.
"Right. So we're improvising. I love improvising." (a joker who's nervous)
"Whose fault?" (a commander looking for accountability)
"I told you on Tuesday. I told you twice on Tuesday." (someone who's been ignored once too often)
None of them say "I'm scared" or "I'm angry", but you know.
Voice in narration
In close third or first person, the narration should take on your character's voice too. Compare:
Neutral: The house was large and expensive.
Through a con artist: Three floors, original cornicing, and a security system somebody had clearly paid too much for.
Through a child: The house had more stairs than school.
See First Person or Third Person? for how point of view changes this.
Keeping voices apart when you write several
- Keep a voice note for each character: five words they'd use, five they wouldn't, one sentence of sample dialogue.
- Read their last reply before writing a new one.
- Avoid writing two very similar characters in the same scene until you know them both well.
Managing Multiple Muses has more on juggling characters, and Epithets explains why "the tall man" isn't a substitute for a voice.