While you might think that this is a superfluous step, spending a few minutes thinking about your character and what you want him to be like will prove to be very beneficial in the long run.

Your initial character concept can answer many questions about your character. You will likely want to sketch out a small bit of his history, and then start adding to it as you create the character. You will want to decide upon his Race, his Background, the things that you think he should be good at.

You will want to put some thought into his personality and motivations. Are there events in his past that shaped his outlook? What drives the character to do the things that he does? Is he interested in fame or wealth? Is he running away from some dark secret in his past?

While these rules do not give Alignment labels like a certain famous set of rules, there are traits known as good and evil, and many shades of grey between the two extremes. You should figure out what sort of tendencies your character will exhibit.

Once you have given this all some thought, and gotten at least a basic idea of what you want your character to be like, you can then move on to the next step and actually begin creating your character.