You may have encountered Dark Heresy 2nd Edition and it's character creator. This is very similar to that system, but heavily homebrewed. If you have not, don't worry! This is a complete guide for creating your own character.
Step 1: Vision
When creating a character and bringing them to life, it helps to have an idea of who they are. Come up with a small bit of history, and a reason to be part of the game world.
In Forgotten Shores, you will play men and women from the 1800's, facing challenges and dangers never before imagined. They should come with with at least one useful skill or area of focus. Perhaps an archeologist who specializes in ancient cultures, or a soldier just returned from the war.
Make sure your character has a past, but do not go overboard with it. Give them room to grow.