To create a character, take an empty character sheet and fill in Name, Looks, and Origin.
By experience, it is often the easiest to fill these in reverse order, starting with
Where your character is from. Not a full detailed backstory (the chapter Souls > The Gathering explains why) but a sketch or an outline. A lost Roman noble or a Germanic tribal warrior? A local witch and herbalist or a merchant from distant Hispania or Brittania?
The chapter Some Character Origins lists a number of possibilities, but as long as it fits into the story and the GM is fine with it, you can pick anything you imagine.
What people see when they meet your character. A few distinguishing features is better than a detailed but bland description. Is he especially tall or short, heavy or skinny? Does he have an unusual nose that people always notice? Untypical clothes? Long or short hair? Light or dark complexion?
Finally, the most difficult part for most people: Give your character a name.
The origin you picked earlier gives you some guidance. A left-behind Roman will likely have a roman name. A warrior from a Germanic tribe, or a native Gaul will have names from their cultures. Someone of high birth will typically have three names as the old Roman tradition has it, while many lowborns have only a first name and if needed will add from which village they come.
After assigning these basic features, you also note down your starting 10 character points.
You can spend these points on anything you want, if you have a clear idea of how you want your character to be, but you can also keep them and spend them later. In fact, character creation and advancement in Fallen Empire work unlike in other roleplaying games. Spending character points during character creation or at any other time in the game work in the same way, so continue on to Advancement to learn how it works.
You can spend as many or few of your initial 10 character points as you wish. In fact, unless you have a very precise idea of your character, it can be more effective to start with most character points kept back and buy abilities, traits, etc. when they are needed.
You can spend no character points at all and start with all 10 in reserve, and spend them as opportunities appear. If you have a basic concept of your character in your head, it is recommended that you spend about half of your character points at the start. This gives you enough of a basic setup to work with while keeping plenty of character points in reserve to fine-tune your concept later.
If you have no good idea about what character you want to play, keeping all or most of your character points back is an easy and fun way to let a character concept emerge naturally from the story.
You can spend character points to gain or raise abilities, traits, etc. even when you already rolled on them or otherwise established a lower value previously. In the fiction, you can explain this as "holding back" or "keeping secrets" or some other way, as well as simply having learnt or gained whatever it is only recently, during play.
Once you have spent character points on something, however, you can never take them back, even if you have not yet used that ability, trait, etc.