Next thing you'll need is a character to play. Characters are also known as Player Characters or PCs. You my use a pre-oprinted character sheet or you may draw your won. I prefer the latter method as the pre-printed lot rarely arrange the information in an order that is useful TO ME.
There are methods for character generation outlined in every Player's rule set for every game in existence ( so far as I'm aware. ) Your referee will indicate the method it desires for making your character. This is the first thing for which you will use the dice. You'll roll a selection of dice a specified number of times and record the values on scratch paper. From these you will select/ arrange the numbers to the six to nine or so attributes that make up your character's base abilities. These go in boxes or spaces marked with things like but not limited to:
Strength
Dexterity
Brains
Charm
Mental Endurance
Karma
Physical Prowess
( The Weregamers amonst us will note I've used terms from several different game systems, it was deliberate. )
In some game systems you won't need to do anything else with those numbers until it comes time to adjudicate actions you make or the effects of actions taken near/upon you. In most systems you will subsequently modify the base numbers by the skills and/or occupation you choose and/or with modifiers that come from armour, weapons, magic, mutant or psychic powers and/or Divine Grace. which takes us to:
Choose your occupation and/or skills. Are you a warrior, priest, psychic, mutant? Do you know first aid or do you swim? Can you use antique slug throwers, rail guns or siege weaponry? I always require a domestic skill such as cooking, sewing, gardening and suggest at least one employable skill to help keep your charatcer should it find itself with a long recovery time or stranded somewhere out there....
You will also need to choose or roll for personal details ( if in use ) such as race, gender, family members, education level, etc. The lists vary from game to game as do the methods but the idea is have a bit of info to sketch a background for the character and something for the referee to use for placing you in the game world.
Your referee will have informed you before and likely during character genration what type of world your character will be in. To give you some idea, assuming all can relate to the references would be anything from Middle Earth to the world in The Golden Compass to the high tech space faring world of Babylon 5. Games like this are not limited feudal European settings or Arthurian legend by any means.
Character generation can take as little as twenty minutes or as long as an hour and a half depending on the system and the refereee's preference. As a referee of nearly thirty years, I prefer this part of it not take more than an hour with experienced players but allow about twice that for new players as there will be questions and explanations.
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Now, at the end of that hour ( or two ) you will have a character. You will have rattled dice, collected numbers, chosen race, occupation, skills, equipment and arms. You may have powers or spells. You will likely have a little cash. So who are you? Or, a bit more accurately, who is the new being that you will be portraying? What kind of personality is this one? Is it sunny, moody, irreverant, possessed of overweening pride, secretly still mad at the world because of ( insert reason from past, ) is it a slut, is it parsimonious, sanctimonious or a self blinded biggot with a shoe fetish? Is it Human, Leonid, Naruni, Dwarven, Werefox or a crystalloid intelligence? When not adventuring, where does it live, what does it do and what is it's native culture/homeworld like?
Now take on that character, that persona you have loving given a very strange and labourious birth. Your job is to portray your character faithfully. The referee will present you all else momentarily....