Character creation, as in all other role-playing aspects should be done after both the leader (i.e. GameMaster (GM), Dungeon Master (DM), Storyteller, etc.) and players are very familiar with the system involved.

THIS IS VERY IMPORTANT.

Doing this usually makes either leader and/or player realise if they're willing to commit time and effort to the game, because if they don't have the patience to spend time creating their characters, they probably have no desire to be a part of the game for the long haul.

Before creating your character, always check that both leader and player are on the same "page" (pun not intended). For example, if the player wants to blow things up, hack things to bits, cause wanton carnage and destruction, leader should react accordingly by throwing bigger and badder enemies at the players. If the leader is not comfortable with this tactic, said leader should inform the player beforehand, to avoid any misunderstanding later.

Most of all, though, enjoy the game. Create characters you will want to role-play continuously and have fun.