All writers give something of themself to their characters to help them relate to them better. Even the villains get some understandable foible, flaw, or obsession that the writer him or herself has experienced.
That said, it gets a little creepy when your own personal internal and external conflicts start seeping into your work. When things get a little too autobiographical for fluffy vampire fiction (not that I'd call Once Bitten "fluffy"). Case in point, I while was writing Two Evils, I had Evie nearly get stabbed at the Sinventura in Antigua, Guatemala. I barely remembered the scene until I was reading it to my mother, and suddenly went "oh crap..." At an earlier point, Evie was having an internal war about being a wuss for crying, and my mom smacked my arm. When I asked her about it, she said, "That's you!" She's never really approved of my "tough it out, you weenie" attitude toward my own instances of tears. I was just surprised she saw me in that scene, really actually floored. That always gets you to thinking about all the other places in any number of stories you've written where the you shines through. It sort of feels like walking out on stage only to find out your fly's open. It's like, oh crap, they can see my panties, while at the same time, you're also thinking, well, at least they know I don't wear grannie panties. Bizarre bizarre.
Some stories of mine have been prophetic. Characters and situations that flitted through my mind for a series of scenes suddenly sprang to life in my real life. Things I could never have predicted. Lyda once talked about how she had the Medusa bomb take out a couple of cities in her Archangel Protocol series, including New York, and then a year or two later, bam, 9/11. I can't claim anything quite so disturbing, but when you're arguing with a family member and can suddenly remember this situation having been argued almost exactly the same way with almost exactly the same results in one of your novels, it makes you a little leery. Writing can be a scary thing, like reading the Tarot cards. There are some things you know that you don't want to know and damned if they don't come tumbling out onto the written page to stare you in the face.
I just have to wonder at the irony, that so much of writing happens privately and behind closed doors, yet in the end, you end up being more exposed than in any of the other arts.