I'll be clear from the start: I don't care what kind of game it is, I love creating new characters. I'll be 70 hours into Dragon Age for the PC, and I'll still pop back to the start and create an city born elf thief. I'll make ten new characters for a one-shot, Halloween Deadlands:Reloaded game. I'll spend hours- nay, days- building incidental NPCs (non-player characters) into fully actualized characters while being Game Control for Spycraft 2.0.
Why? I'll never play any of those characters. Well, maybe one of them, but I'm not going to waste my time actually playing the elf thief when I'm only a few scant hours from actually beating the game. Those NPCs are going to get maybe 10 minutes of screentime in a 2 year campaign. With a one-shot Deadlands, the only way more than one of those characters is going to get played is if I'm really unlucky.
I just love the thrill of being someone new. I love the chance to start a new life, with fresh new choices and a new perspective on life. I love the backstories that explain how they got to be what I've written on the character sheet. I love the challenge of exploring the game mechanics to their fullest.
I'm not going to pretend that I have any actual skill at character creation. I've been repeatedly told that my characters are not min/maxed, optimized, balanced, or, in many cases, good.
That's okay. I'm not a terribly good role-player, either.
But I do have fun bringing new life into the world, in the form of sheets of paper, names on pages, and avatars on a screen.