You can tell a lot by looking at self-portraits. In this photo, you can see that Turner wanted to portray himself as a gentleman. His father worked as a barber and wigmaker and you can tell that Turner cared about his hair. Also, Turner was an associate member of the Royal Academy, something that was very important to him. At the time of the portrait, Turner was about 24 years old.
In this painting of Rusia for example, you can see a subtle historical reference to Hannibal conquering Rome on his elephant in the background. Further, at this time, there was no TV but Turner had this capability to create drama and draw people into his paintings. Just look at how he captures the weather!
I have much more curiosa about Turner, but I decided to divide the post in two. It really is worth going to guided tours, having someone telling you the stories behind the artists and their paintings. It makes it so much more interesting!