Author,! Author! by Isaac Asimov (1943)?
My recollection of the story (aided slightly by Wikipedia) is that the hero of a series of books (Reginald de Meister) comes to life when the author (Graham Dorn) is cornered by a fan and falsely claims that de Meister is a real person. The author learns that there are major disadvantages to having his character come to life exactly as described, for example, because it was written in the books that "Reginald was irresistible to all women", Dorn's fiancee immediately dumps Dorn for de Meister when they meet. De Meister is fully aware of his status as Dorn's creation and takes advantage of his "written" attributes - which also include "undefeatable in hand to hand combat" etc.
Dorn tries to write new material to neutralise or kill de Meister, but is unable to write new material. The loophole Dorn finally takes advantage of is to revise part of the next novel in the series which has been written but not yet proofread or published, then hand the script to a fan who will believe it unquestioningly. This brings into being a fiery woman that de Meister is in a relationship with (who had died in the pre-revision version), who is sufficiently intimidating that de Meister vanishes back into the realm of books.
