Here's a simple walkthrough for creating a character for 4^th edition D&D (assuming only use of the first Player's Handbook):

1. Think about your character's background and personality.
2. Print out a character sheet.
3. Choose your character's class. See page 60 of the Player's Handbook for more detail, but briefly:
   1. Cleric - A warrior and healer
   2. Fighter - A classic barbarian type
   3. Paladin - A holy, righteous warrior. Always fights for good.
   4. Ranger - At home in nature
   5. Warlock - Does lots of damage to individual foes
   6. Wizard - Focuses on area spells, affecting many individuals at once
   7. Warlord - A natural leader who can direct and assist comrades
4. Choose your powers (2 at-will, 1 encounter, 1 daily) from the appropriate place in the book. Add another at-will power if you're human.
5. Choose your character's race. See p. 34 for more detail, but briefly:
   1. Dragonborn - A humanoid dragon, fierce and powerful
   2. Dwarf - Solid, absorbs lots of damage, difficult to move
   3. Eladrin - Faerie-type creature; magical, graceful, and intelligent
   4. Elf - Tied close to nature
   5. Half-Elf - Flexible, combining the benefits of humans and elves
   6. Halfling - Dexterous, lucky, and very handy
   7. Human - Very flexible (you get several extras of your choice with this race)
   8. Tiefling - From ancestors who made a demonic pact; vicious, intimidating, and often deceptive
6. Generate your ability scores. You have six numerical scores: 16, 14, 13, 12, 11, and 10. Assign them in any order to Strength, Constitution, Dexterity, Intelligence, Wisdom, and Charisma. Modifiers are +0 for 10-11, +1 for 12-13, +2 for 14, and +3 for 16.
7. Look at your class to determine what skills you can choose. See page 176.
8. Select a feat from the list on page 196. Add another feat if you're human.
9. Choose a weapon and armor on page 212. Your weapon can cost at most 25 gold, and you may only choose armor that has no “special” cost. You begin with a 50-foot rope, flint and tinder, and 2 sunrods (which are basically 4-hour flares).
10. Fill in the remaining numbers:
    1. Initiative: Dexterity modifier plus 1/2 level (0)
    2. Max HP: See your class.
    3. Surges per day: See your class.
    4. Armor Class: 10 + armor + class + feat?
    5. Fort, Ref, and Will: 10 + abil? + class? + feat?
    6. Speed: See your race.
    7. Senses: See your chosen skills.
11. Flesh out your character's background, personality, and physical characteristics. Brent provides extra XP for each word of character background (500 words = 500 extra XP).
12. Choose a Burning Question that your character wants to have answered. Were his parents killed by an unknown force? Does she have no memories before the age of 12? Was he given a mysterious amulet by his mother? Was she trained by a mysterious group? Is he trying to understand why people kill?
13. You may also create one special item to carry with you, that you acquired before starting this adventure. It may be magical. It should have more than just a combat effect, so a shield that adds an extra +1 defense isn't allowed, but I would allow a ring that glows when goblins (a pack of whom killed your beloved older brother) are within 50 feet.