According to the four gospels, the most vivid accounts of Jesus's life, we know that he spoke to crowds of thousands, then being moved by compassion [feelings] he fed them. But then we also know that he often [in one place I think it said daily] retreated from the crowd to be "alone with the Father," that he made great personal sacrifices for the well being of others. We know that he had incredible insight into what people were thinking and feeling, both good and bad and that he had the moral backbone to call people on the carpet for hypocrisy. The religious people didn't like him. The politicians didn't like him, but the poor people, prostitutes and drunkards loved him because he put them on an equal level with the wealthy and powerful in spiritual matters. We know that he went to the cross because it was his mission, his overall purpose in coming to earth, to become a ransom. We know that he crossed over into the spirit realm, that he performed miracles that defied the known laws of physics at the time, that he saw the good in a prostitute that others wanted to stone. We know that he had an enormous amount of compassion on others...I don't know guys, but sounds to me like he had a personality of some sort.
As for Leonardo, a biography I read about him said he was secretive, ambidextrious and uncomfortable with sexual topics. It said he would buy brids at a market just to free them, that he studied dead bodies at a time when such things were forbidden and that he was constantly tinkering intellectually. However, as an artist, he actually completely finished very few pieces.
I don't know enough about Socrates to comment.