Look at the list of classes and choose one that interests you. Your Inquisitor's retinue doesn't need two of the same type of class, so if two people want the same class talk it over like adults and compromise.
I want to look for clues and interrogate people, so I'll pick Investigator.
Your background describes what your character was doing before being recruited by your Inquisitor. It might not have been where your skills brought you to the attention of the Inquisitor, but it is likely. Once per session you may reroll a roll if you can describe how your background would have prepared you for this situation, using the This I Know special move.
I'd like to have a religious background as someone who grew up working in a Basilica. I'll choose Ecclesiarchy.
Select a name for your character. Make something up on your own or roll on the tables below to inspire you.
I'd like to go by a nickname, but I'm not sure what I want so I'll roll on the table. I rolled a 7 so I'll go by Carver.
Choose one item from each list for your class. If you want to go outside the list ask your GM.
Kind eyes seem like they'd fit someone who grew up in a church. Worrying about my hair every day seems tiresome, so I'll be bald. I want to look respectable so I'll wear my old uniform of the Ecclesiarchy. Carver likes to work out and train physically, so I'll choose a fit body.
Assign these scores to your stats: 16, 15, 13, 12, 9, 8. Start by looking over the basic moves and the starting moves for your class. Pick out the move that interests you the most: something you’ll be doing a lot, or something that you excel at. Put a 16 in the stat for that move. Look over the list again and pick out the next most important move to your character, maybe something that supports your first choice. Put your 15 in the stat for that move. Repeat this process for your remaining scores: 13, 12, 9, 8.
I'd like to focus a lot on using the Confessor move to interrogate people, so I'll use the 16 for my Intelligence. I also want to be good with people so I'll put the 15 in Charisma. While I have a fit body, I'm much more quick than I strong, so I'll put a 13 in Dexterity and put my 8 in Strength. My body is tougher than my mind so I'll put the 12 in Constitution and the 9 in Willpower.
Where you were born shapes a lot of the things about you. Select a home world and apply the related stat bonuses and penalties to your character. Each home world also has a small move associated with it.
Planet where everything wants to kill you.
World Move: Death World characters gain +1 on all Last Breath rolls.
Bonus: +1 piercing on all attacks
A planet with very little technology.
World Move: Feral World characters +1 piercing when using primitive weapons.
Bonus: +2 Load
Manufactorums cover the landscape.
World Move: Forge World characters replace one of their d6s with a d8 when rolling Tech-Use.
You are the member of a noble house, or powerful family.
World Move: Highborn characters gain +1 to any Defy Danger or Parley rolls that involve talking to members of the Imperium.
Bonus: +15 thrones or +2d10 thrones.
Hab blocks and cityscape cover much of this planet.
World Move: Hive World characters gain +1 to any Defy Danger rolls when moving through crowds.
Bonus: Choose one advanced move from the general Advanced Moves list.
This world is dedicated to the veneration of the God-Emperor and his saints.
World Move: Shrine World characters can reroll any double 1s result once per session.
Bonus: +2 to Max Wounds
You were born in the cold of space aboard a ship.
World Move: Voidborn gain +1 to any rolls to resist warp energy.
Bonus: +1 starting XP
I like the idea of being from a lone church on a backwater planet with little technology, so I'm going to pick Feral World.
Next you need to figure out the modifiers for your stats. The modifiers are what you use when a move says +DEX or +CHA. If you're using the standard character sheets the modifiers are already listed with each score.
Your maximum HP is equal to your class's base wounds+Constitution score. Your Home World may affect your maximum wounds.
Base 8 and Constitution of 12 gives me a starting max wounds of 20.
Your alignment is a few words that describes how your character acts in their service to the Inquisition. Choose the alignment you most want to play; you'll earn XP for playing to your alignment.
The Evil alignment for the Investigator says I gain XP when I hurt someone more than I need to. Don't let Carver's kind eyes deceive you, he has a dark side to him as well. I'll pick Evil.
Each class has choices to make for starting gear. Keep your load in mind—it limits how much you can easily carry. Make sure to total up your armor and note it on your character sheet.
The Warhammer deals more damage, but I want a weapon that crackles with blue lightning cause it sounds cooler. I'll pick the Shock Maul. I don't really feel like carrying a shield around, so I'll pick the Flak armor.
Now that you know who your character is, it's time to introduce them to everyone else. Wait until everyone's finished choosing their name. Then go around the table; when it's your turn, share your look, class and anything else pertinent about your character. You can share your alignment now or keep it a secret if you prefer.
This is also the time for the GM to ask questions. The GM's questions should help establish the relationships between characters ("How does your criminal character feel about a former Adeptus Arbites?") and draw the group into the world ("Has your Adeptus Mechanicus character heard of the ship the Voidborn character was born on?"). The GM should listen to everything in the description and ask about anything that stands out. Establish where they're from, who they are, how they were recruited, or anything else that seems relevant or interesting.
Once everyone has described their characters you can choose your bonds. You must fill in one bond but it's in your best interest to fill in more. For each blank fill in the name of one character. You can use the same character for more than one statement.
Take some time to discuss the bonds and let the GM ask questions about them as they come up. You'll want to go back and forth and make sure everyone is happy and comfortable with how the bonds have come out. Leave space to discover what each one might mean in play, too: don't pre-determine everything at the start. Once everyone's filled in their bonds read them out to the group. When a move has you roll+Bond you’ll count the number of bonds you have with the character in question and add that to the roll.