Writing in the first person creates an opportunity to place the reader directly into the story, but it also presents some special challenges. I love the discipline of having to provide the reader with only the information that the main character receives, and it is a great way to filter the facts. But one of the hardest things, when more than one book is told in this way, is to create and maintain a distinctive 'voice' for each character, so readers get to know the personality of a character from his or her narration style.
Both 'A Song For Joey' and 'Natalie Tereshchenko, Lady in Waiting' are narrated by the main characters, yet each has her own, clear voice. Belinda is insecure and nervous, but covers up with a hard shell; Joey taught her how to do that. Natalie, on the other hand, has the confidence that comes from a comfortable upbringing, but learnt, by observing those around her, to avoid the arrogance of thinking she is superior to anyone.
How does a writer keep the voice of a character true? Well, I don't know what others do, but I pin each of my main characters to someone real, someone who has the kind of personality I want to portray. Then, as the story unfolds, that real person 'acts' the part of the character for me, in my head. I hear their voice when my character speaks, and see them react to the situations I put them into.