Making RPG characters

Start with the basics of what you want the character to be: class, race, that sort of stuff, the minimum you need to play. Pick what you think you'll have fun playing with for a while, and build around it as you choose skills, feats, and whatnot. Find out from your DM/GM what kind of game it'll be (ex: undead heavy world, based on a video game, standard epic journey, etc) if they'll tell you. The more you know, the better you can tailor your character to the setting.

What game are you playing: D&D/Pathfinder, Star Wars the RPG, Battletech/Mechwarrior, what? There are a ton of RPGs out there. If we have more details, someone may be able to recommend a book or site with character building help for that specific game.

Oh good, the easy one. Lucky for you, pretty much everything is online.

The best I can recommend at the moment is scanning the lists of D&D Character traits. Your DM might not use them in-game (so the in-game benefits won't apply), but you can scan over them and see if any catch your eye for quirks to build your character with. Use them to build a history for your character. (More traits, homebrew traits, Pathfinder traits).

Bloodlines - Give your character an inhuman ancestor.

Look into the Hero Builder's Guidebook.

Or you can use Craster's link, which is probably a lot easier.

We have our own home-made background table that has things like:

who your parents are
if you apprenticed with someone (e.g. herbalist, smith, etc.)
if you survived a natural disaster/war/etc.

And as a GM, I'd give bonus points for these things in various Non-weapon proficiencies and whatnot.

I have only created one or two RPG characters, but each time they always branch into a OC for a story.

To start, I always ask myself, "What makes this character unique?" Then, depending on where I am at the time, I go through a list of personality traits. Sometimes, if I don't have access to a list of character traits, I try to to come up with some off the top of my head. From there, its just a lot of analyzing and such Hope I helped ^^