For my two co-authored Civil War novels, yes I did. Both books were based on actual people involved in the Civil War: Charley King in BROKEN DRUM and Nancy Hart in REBEL HART. I think of both those books as "connect-the-dot" pictures. The dots were the facts that we researched and could not change. The lines connecting the facts were the fictional elements we used to make our stories more interesting. It was those connecting lines that took unexpected twists and turns.
For my current novel-in-progress, I started with a setting and two characters, but no definite "beginning" in mind. The better I get to know my characters, the more my plot develops, and I have a pretty good idea of where the story will end. However, many of the scenes in between are still in question. Once the characters take over, they often surprise me, and I am amazed at how natural some decisions become. If I get stuck, I jump ahead to a scene I know will come and then go back later to work on the transitions or to change the sequence.
I hope my characters keep me guessing as much as I want them to keep my readers turning the pages.