1) Think about a character concept. Then, ask yourself, "Is this really an original idea?" Compare your concept to the other characters on Adon's profile page.
2) Decide on a background. "Why did s/he become a martial artist?" "How did s/he become a martial artist?" "What kind of style did s/he learn?" Think this through carefully and then become at least a little familiar with your character's fighting style.
3) Appearance. Is s/he young or old? Is s/he tall or short? Slim or stocky? What kind of clothes does s/he like to wear?
4) Create fighting techniques for your character. No character would be complete without some nifty moves, right? Just remember, those awesome blasts of power need names too.
5) Names are important. Just don't weigh the character down with a ton of nicknames. Hell, you don't even have to have one. Not everybody needs a nickname, of course...
6) Don't forget about character personality. How would s/he react if something unsavory went on in their presence? It's all a part of role-playing.
This is just an opening sample of tips for character creation. Feel free to create your character as you please. Just remember, however, that we don't accept "twinky" (power-gamer) characters without a really good reason.