"Showing what a character feels beneath the surface" is a Dialogue Deepening Technique that perhaps deserves an entire book in its own right, but here's the short version.
Quite often, when someone feels a strong (and sometimes even a weak) emotion, they don't mention it. Rather, they hint at it through the words they speak, even if those words seem to be about something else. Or they hint at the emotion through their actions.
One example of this was given at the start of this chapter. Consider another from a hypothetical fantasy game:
You return, barely alive, from a fierce battle with an ancient, evil deity who has vowed to destroy a town that stopped worshipping him. He's a powerful boss.
Your female companion (an NPC) has been waiting for you, not knowing if you were dead or alive. When you return to her, she wants to say that she loves you and missed you. But such direct statements of emotion are considered "on the nose" and tend to be weak dialogue. Because such statements don't let the player "solve the mystery" of what the character feels, they don't draw the player in. Rather, they block player immersion. As a general guideline, avoid on-the-nose dialogue.
So, instead of stating her feelings directly, she expresses her love by saying:
WOMAN (angry): You go and fight that thing and don't even tell me?
Or, she presents you with a cool gun, saying:
WOMAN: Took a couple hours to clean it but...thought it'd look good with that shirt.
Or, she acts cold, and with Self Auto-Talk you say:
PLAYER'S CHARACTER: Why the freeze-out? WOMAN (icy): I never aspired to be a widow.
In all of these variations, she means the same thing: "I love you."
Let's take a look at another example of the same technique.