1. Creating a Character Concept

A great way to begin making your character is to think of the type of character you want to play as. Two great ways to do this are archetype and pop-culture. Making a character concept using an archetype would be saying that you wanna play a stern military commander or a wise old mentor, whereas making a character concept off of pop-culture (or an existing character) would be saying you want to play a character like Éomer or Gandalf. Both are very effective and equally valid.
Your character concept can be as fleshed out or vague as you want, as it is all up to you.

2. Picking Class

Once you have the type of character you want to play as, picking a class is generally a good next step. Look through Classes and see which look interesting to you or fit the character concept. A good way to narrow down is to decide whether or not you want this character to be able to cast Spells, and if so, how much magic do they have. By doing this, you can narrow down your character to one or two major categories of classes. Another thing to note is right below the class information, all classes have a handy dandy feature summary, so you can compare the abilities that classes get to help determine which you want to play.

3. Picking Race

Next, choose a Race for your character that sounds cool, and remember that adventurers are exceptional members of their race. For example, you could play an Elf that works as a day-laborer and is incredibly, strong, becoming a Barbarian, or a pacifist Ursan who works as a peace-bringer, a Merciful Grasp Monk. However, feel free to fully play into a race's cliches and stereotypes.

3a. Customization

For your character, feel free to change the Ability Score increases the race you chose has. When you do this, determine the total Ability Score increase (usually +3) and apply them to any Ability Score you choose, however you can only increase an Ability Score by +2 maximum in this way unless the race increases a single Ability Score by more.
There are several Cultural traits that race's have, these are general abilities most of the members of a race get, but with DM approval these can be exchanged for other traits. For example, if your Bugbear grew up among Dragonwrought, he might not have his Stealthy trait, and instead the Air of Authority trait from Dragonwrought. Likewise, Skill, Tool, and Language Proficiencies given by a race can be exchanged for other Proficiencies of the same type with DM approval.

4. Picking Background

At this point you should have a pretty good feel for your character's identity, now choose a Background for your character. This represents that character's previous life experience, such as their occupation before adventuring, a life experience they've been through, etc. Every Background comes with a Feat, and a recommendation for which one to choose. However, you do not need to follow this recommendation whatsoever.

4a. Customization

Skill, Tool, and Language Proficiencies given by a Background can be exchanged for other Proficiencies of the same type with DM approval. Likewise, a Background's feature can be adjusted also with DM approval.

5. Building the Character

Now that you have made most of the decisions, it's time to build the character. First, roll 4d6, remove the lowest number, then record the total of the remaining numbers. Repeat this 5 additional times. Then add the recorded numbers, if the total is less than 73, you can repeat this process.