This is a simplified version of the character creation process. (See Character Creation for the full version of the rules for creating a character in the Worlds of Adventure campaign.)
Roll ability scores using the "4d6, drop lowest" method.
Pick one of the available Races. (Your race may increase or decrease some of your ability scores; note your new scores, in that case.)
Pick one of the available Classes.
You have a number of skill points equal to:
Put skill points into any of the available Skills (except Knowledge?, Profession?, or Craft?). At 1st level, you can put 1 point into each skill you select.
You get one feat at 1st level. Pick from any of the available feats that you qualify for.
(Humans get one bonus feat at 1st level. Some classes also get specific bonus feats.)
Everyone gets one trait, which has to be one of the Campaign Traits.
You start with hit points equal to the max roll on your hit die (d6 if a mage, d8 if a rogue or priest, d10 if a warrior), plus your Constitution modifier.
How much gold you start with is listed on the Classes page. See Equipment for what items you can have.
Figure out the following combat numbers:
If your character casts spells, see Spells for a list of available spells.
Ask your DM to look over your character sheet, to make sure everything's in order.