Things You'll Need
Instructions
First determine where your character will be located. Is it a modern time? The Future? Or sometime in the past? Are they from another world? You want to make sure your character fits in with the time and place they will live.
Next what kind of race and class are they? Are they a rough human bard? A smooth alien fighter piolet? A shy elven maiden? Choose your race and class to fit in with your characters time and location. This does not mean you can't think outside the box. A foxy elven space alien could work :P
Then you can write out a background for them. This is what helps really make them who they are. Start at the begining. Where were they born? Who were their parents? Was their childhood happy or sad? What did they accomplish? What major events shaped thier personality? Even just a general setting gives you a base to begin your characters personality. Get inspiration from books, movies, or other people.
Finally you can choose a name for your character. Make a name that is unique but also realistic. A name like Felonious Darkblade could work for an evil warriors name. Or you can avoid any clues to thier character by using a name like Frederick Harrison Sr. It is up to you. I would avoid names for role play like PinkBubble Fairy unless you really do not want to be taken seriously.