The first step is deciding on the type of character you want. This will determine the Gods you will most likely follow and the skills and spells you would have learnt before the start of the game.
Possible ideas
Because the system allows you to go and learn just about anything you can always pick up other skills later. Pretty much anyone can learn almost any skill though some skills are only taught to cult / tribe / race members.
Characters will start with 5 years previous experience. Most people should be human but I am open to discussion about OtherRaces.
See RQHouseRules for specific rulings for character creation