The complexity of Hedda's character lies in her inability to accept life as it is, in her lack of character, in her heartlessness, and in the fact that she, who cannot control herself, seems to want to exert her total control over others.
Hedda is unhappy with her husband. Yet, she also has a problem with her former lover, Lovborg, moving on with his life. As a result of her selfish and jealous nature, she got back at Lovborg by throwing in the fire a manuscript he wrote for publication without even considering the fact that the manuscript is a product of his hard work, talent, and philosophical need.
Not only does she destroy Lovborg's work but, as he almost goes mad looking for his manuscript (and she makes him believe that it was lost) she also lends him her personal gun, suggests him to go kill himself, and to top it all, she tells him to do it "beautifully"! It is only when Hedda realizes that the gun will point to her as his killer that she begins to come to terms with the magnitude of her actions, and begins to consider a way to escape. She chose to escape by killing herself.
It is clear that Hedda has no purpose in life than to try to dominate others. A woman like Hedda is obviously worthless of pity. At some point this type of person pays for all the pain they cause in life. In Hedda's case, however, we still wonder to which point she killed herself out of guilt, or simply to escape a situation that has become "troublesome," "ugly" or "tedious." Such is Hedda's manipulative personality.
This being said, we can conclude that Hedda Gabler was a non-conformist that continuously aimed for something better in life even though she knew that she did not have the capacity to devise a way to make her life worth living. Her carelessness and selfishness led her to throw in the fire the talent and future of Lovborg. With no clear purpose nor goal in life, and facing a potential accusation of murder, Hedda elected the most cowardly way to face the music. This is the reason why she ended her life: another way to control and manipulate a situation.