The best way to start is at the beginning.
This is a world of its own. It has its own description of things and, naturally, its own rules. Read up on 'em, and then know that you can write all kinds of characters in it, as long as it is within a fantasy setting. There is a character profile template to make it easy to keep organized.
Once you've looked over that, think about what kind of character you want to try first. Focus on their most important attributes, like what that being is known for or what power it has. Work your way out from there, like mother of pearl around a grain of sand. Your character will soon take shape.
After that, a number of us will surely be available to RP. Oh, and don't forget to check out the Wants And Limits page, as well.