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This will depend on the particular roleplay session you want to start. You can come up with your own persona based on your selected universe. Come up with a name, age and gender, backstory, physical attributes, and personality traits, and skills and weaknesses to bring your player to life. Keep in mind that you want your character to be original, detailed, and realistic.  Many sites offer a template to help you get started. For example, if you selected an action roleplaying genre, you can create a wizard character name Robbin who is great at getting the hero out of tricky situations with his magic. If you want to roleplay as a character from a book, movie, TV show, or video game, select one that is already established. For example, choose Luke if you are roleplaying in the Star Wars universe. You can pick your favorite character or an unassuming character that doesn’t get much attention. As you discuss roleplaying options with your partner, mention the character you select so you can effectively roleplay together.  If you are a beginner, this can be easier than creating a new character since there is already source material to go off of. You can choose to be Frodo if you want to do a Lord of the Rings roleplay. To roleplay successfully, you want to embody your character as much as possible, and researching prior to the session can help you get more confident.  You can read a book based off the character or watch an episode of an anime for other ideas. For instance, if you want to roleplay as Harley-Quinn from DC Comics, learn that her real name is Dr. Harleen Frances Quinzel, and she was a psychiatrist at Gotham City’s Arkham Asylum. Joker was a patient there before they fell in love. She often teams up with Catwoman and Poison Ivy. These details can be useful when roleplaying with a partner. While this isn’t required, drafting a description of your character on paper is very helpful when getting a sense of who they are. You can do this for an original character or an existing character you want to embody. Write a few paragraphs or pages describing your character in rich detail. For example, if you created Robbin the wizard, mention where he is from, how he got his magic powers, and if he comes from a family of magic. Include any family members or magic pets. Does Robbin have any mortal enemies or lovers? Provide as much information as you can to bring your character to life.
Create your own character if you are able to. Choose your favorite character if roleplaying from a certain topic. Research the character in advance to get to know your persona. Write a backstory to help you identify with your character.