This process is outlined beginning on Page 19 of the Core Rule Book (CRB). It's a pretty good, succinct guide, but I'll provide a very bare bones outline here, too. Creating a character can be easier for some people with the help of an app. If you're using Android devices, the app I'd recommend is called Pathbuilder. If you're using iOS, let me know and I'll look around.
Create a Character Concept (page 21): What do you want to play? General concepts right now, details later. It may help to look through the Classes section of the CRB (pages 67-231) and at least read the class description on the first page of every class before spending too much time on your character. You may choose any core class. If you have done other reading and want to be a class that exists for Pathfinder 2e that isn't in the Core Rulebook, please email me so that I can prepare. The class does need to be an official class, published by Paizo (the folks who publish Pathfinder RPG). I'm not using any third party material. Although class selection is the third choice you make, you should make the first two choices with class in mind, as the changes to your ability scores will affect what classes you're well-suited for. Once you have your concept, jot a few sentences down on the character sheet summarizing your ideas in the notes section.
Start building your ability scores: We are using the standard method of ability score determination found on page 20 of the CRB: All scores start at 10. You'll adjust them as you create your character. For now, look at the descriptions on page 19 so you understand what each score does.
Select an Ancestry (race). The ancestries are listed on page 22, and described in detail in chapter 2 of the Core Rulebook, pages 22-59. Your ancestry choice will tell you to make adjustments to ability scores (boosts and flaws). Most ancestries have two specific boosts and a free boost that can be applied to any ability score you have not already boosted (so it has to be different than the two specific ability boosts). Each boost increases any stat lower than 18 by 2. If the stat is 18 or higher, it increases it by 1. The flaws work the same way, but decrease a stat, and always decrease the stat by 2.
Select a background. The backgrounds are listed in chapter 2 of the Core Rulebook, pages 60-65. In addition to the backgrounds listed in the CRB, there are the following backgrounds provided by the adventure:
Lesser Scion: You are the youngest child in a noble house (in Cheliax, Isger, or Andoran) and stand to inherit nothing from your family. Although you have a minor title, it affords you no lands or wealth, but it has garnered you a small amount of respect and deference in your travels. When play begins, you are riding in a caravan bound for Almas, where a cousin has promised to allow you to stay with them for a month. Choose two ability boosts. One must be to Dexterity or Intelligence, and one is a free ability boost. You are trained in the Diplomacy skill and the Heraldry Lore skill. You gain the Hobnobber skill feat.
Lost and Alone: You were training to become a knight in Lastwall when the Whispering Tyrant escaped his imprisonment and destroyed the nation. It was only by dumb luck that you are alive at all, but the memories of that fateful day haunt your dreams. When Play begins, you have boarded a caravan heading toward a new town, having worn out your welcome at the taverns and inns of Elidir. Choose two ability boosts. One must be to Strength or Charisma, and one is a free ability boost. You are trained in the Intimidate skill and the Warfare Lore skill. You gain the Intimidating Glare skill feat.
Missionary: You received training from clergy in a faraway temple, who sent you out into the owrld to spread the faith. Although you are relatively new at this, you are always on the lookout for new places in need of your deity's teachigns and guidance. When play begins, you are riding along in a caravan making your way through sparsely populated regions of Isger, spreading the news of your faith to those who will listen. Choose two ability boosts. One must be to Constitution or Wisdom, and one is a free ability boost. You are trained in the Diplomacy and Scribing Lore skills. You gain the Group Impression skill feat.
Refugee: The fighting around the Lake Encarthan region has forced many of the people residing there to flee from the violence. although your home is gone, you have managed to survive and are making your way south in search of a better life. When play begins, you are riding along in a carvan taking you to what might be either a new home in Andoran or simpy another waypoint in your journey. Choose two ability boosts. One must be to Constitution or Intelligence, and one is a free ability boost. You are trained in the Survivial skill and the Hunting Lore skill. You gain the Forager skill feat.
Teamster: You left your home a few months back for al ife on the road, working for one caravan company and then another, always on teh lookout for a new job and a better life. Last week, you were hired by the Bort Bargith's company in Elidir. You don't know anyone from the company just yet, but most of its members seem tobe honest merchants and traders. Choose two ability boosts. One must be to Strength or Wisdom, and one is a free ability boos.t You are trained in the Nature skill and the Mercantile Lore skill. You gain the Train Animal skill feat.
Select your class. Again, classes are in chapter 3 of the CRB. This is a good time to read through your class's entry on pages 67-223 closely to understand how the class works.
Record the details (including final ability scores) on your character sheet. Determine your Ability Score Modifier for each Ability Score. See the table on page 20 of the CRB, but briefly:
8-9: -1
10-11: 0
12-13: +1
14-15: +2
16-17: +3
18-19: +4
20-21: +5
Record the details of your class on your character sheet.
Your Hit Points (HP) will be the number of HP your ancestry provides plust the HP provided by your class.
The Initial Proficiencies section of your class tells you your starting proficiency around a number of things (T = Trained, E = Expert, M = Master, and L = Legendary, though you'll most likely only be dealing with Ts and Es right now).
Finally, look at the class advancement table in your class entry to understand how your features progress and what features you gain at 1st level. Do the 1st level choices here. Your class may have you select spells or formulae at this point as well. Remember that you already chose an ancestry and background, and may have already assigned relevant feats.
Buy Equipment. You have 15 gold to work with. (1 gold = 10 silver = 100 copper). Consider buying equipment in a "kit" listed in the equipment section for your class. Consider your class's proficiencies when selecting weapons and armor, and don't feel bad if you can't get those cool things you'd really like. Everyone starts out with pretty basic gear right now. Write down any mony you have left over on your character sheet. Write your inventory in the equipment sections of your character sheet.
Calculate Modifiers: Your Proficiency bonus is going to be your chracter's level plus a number relating to your rank (Untrained: 0, Trained: 2, Expert: 4, Master: 6, and Legendary: 8). So at Level 1, your Proficiency bonus for something you are Trained in will be 3. At level 2, it will be 4, etc.
Perception: This is, perhaps, the most frequently used stat/skill in the game. It's your Proficiency bonus in Perception plus your Wisdom Modifier. For more information about how Perception works, see page 448 in the CRB.
Saving Throws: There are three of these, Fortitude, Reflex, and Will. Add your proviciency bonus for each with the following ability score modifier to get your saving throw score:
Fortitude: Proficiency Bonus + Constitution Modifier + any bonuses or penalties from class abilities, feats, or items that always apply.
Reflex: Proficiency Bonus + Dexterity Modifier + any bonuses or penalties from class abilities, feats, or items that always apply.
Will: Proficiency Bonus + Wisdom Modifier + any bonuses or penalties from class abilities, feats, or items that always apply.
Melee Strikes and Ranged Strikes: Write the modifier to STrike with each weapon and how much damage the Strike deals. The modifier is your proficiency bonus with the weapon plus an ability modifier (Usually Strength for melee and Dexterity for ranged, unless the specific weapon says differently or you have a class feature or feat that tells you to change it). Melee weapons usually add your character's Strength modifier to damage, while ranged weapons might add some or all of your Strength modifier, depending on the weapon's traits.
Skills: For each skill, record whether you are Trained, Expert, Master, or Legendary (your ancestry, class, and background can all affect this). Now add the proficiency bonus to the modifier for the skill to the ability modifier associated with that skill (shown on your character sheet), and any other bonuses or penalties you noted while picking an ancestry, background and class. If you are untrained, your proficiency bonus is 0, not 0 plus your level.
Finishing Details: See pages 28-29 of the CRB. You'll record your alignment, deity (if any), age, gender and pronouns, Class DC (10 plus your proficiency bonus for your class DC plus the modifier of your class's key ability sore), Hero Points, Armor Class, and Bulk. The details for calculating these are listed on page 28 and 29 of the CRB.
A note on Hero Points: You usually start each session with 1 Hero Point (this is what we do). You can gain additional Hero Points up to your level (so at level 2, you can have a maximum of 2 Hero Poitns at once), for doing really cool things, being clever, or role playing really well. You can use Hero Points for certain benefits like re-rolling a check or staving off death (see page 467 in the CRB).
Page 30 gives an example process you can look at.
Finally, once you've done all that, level up your character. We are using a milestone-based leveling system. That means I won't assign you XP as we go, I will tell you when it's time to increase your level after a session. To level up you will:
Increase your level by 1.
Increase your maximum HP by the amount listed in your class entry in Chapter 3
Add class features from your class advancement table, including ability boosts and skill increases.
Select feats as indicated on your class advancement table. Ancestry feats are in Chapter 2. Class feats are with your class entry in Chapter 3. General feats and skill features are in Chapter 5.
Add spells and spell slots if your class grants spellcasting. Chapter 7 lists all the spells.
Increase all of your proficiency bonses by 1, and make other increases to your proficiency bonuses as necessary from skill increases or other class features.
Increase other statistics that increased if your ability boosts increased your ability modifier.
Adjust bonuses from new feats or other abilities, and from feats or abilities that have level-based benefits.
When you level up, you may choose to do one of the following:
Give your character 5g to spend plus one free permanent 1st level item from the Equipment chapter in the CRB, OR
Give your character 15g to spend, but no free items.
Multiclassing
If you want to multiclass (take levels in more than one class), the way this is with a multiclass archetype. You'll find the information in the CRB starting on page 219, in the Archetypes section of the Classes chapter. You look up the multiclass archetype of the second class you want to take. So, for example, if you started out as a Rogue for your first level, but wanted to multiclass by taking Alchemist as your second class, you'd turn to page 220 of the CRB and read about "Multiclass Alchemist Characters". You'd see that "Rogue alchemists can combine a rogue's poison feats with free daily poisons, and bombs present an interesting way to sneak attack with various types of energy damage."
You would take the Alchemist Dedication Feat (a second level feat, or "Feat 2" as you'll see printed there, which means you must be at least second level to take it).
You'll read there that "... You beocme trained in alchemical bombs and Crafting... You become trained in alchemist class DC. You gain the alchemist's infused reagents class feature, gaining a number of reagents each day equal to your level. You also gain the Alchemical Crafting feat and four additional formulas for 1st-level alchemical items, as well as the ability to create free items during your daily preparations. Your advanced alchemy level is 1 and doesn't increase on its own."
You'll need to look up the Alchemist Class (CRB page 66) to read about the class's features noted above.
After taking this feat, when your first class table (in this case, the Rogue, see Table 3-15, CRB, page 180) tells you to take a class feat you can instead take an Archetype Feat from those listed in the Archetype as long as you meet all the prerequisites.