Before anything else, you must create a character. Everything that happens later on will, to some extent, depend on the choices you make when creating your character, so this is a very important step.
There are many ways to go about making a character in Infinite Horizons.
Generally, you should have some initial concept of what your character will be like, and then model the character (selecting appropriate initial attribute levels and skills) to fit this concept. The variation occurs in the character conceptualization. Some people prefer to play characters much like themselves. Others play characters from books or movies. Many have some sort of character they prefer above all others. Infinite Horizons is designed to allow you to create almost any character you want, within reasonable limits.
Some people prefer to play a character which is randomly determined. While, strictly speaking, this is impossible in Infinite Horizons, there is a compromise that can be made. Pick a few attributes which you want to randomly determine, or roll a d10 a few times to let it pick them for you. Then roll an appropriate set of dice to randomly determine these attributes. You may need to roll a few times for some attributes in order to get values which are allowed (see Limitations under Initial Attributes). Finally, you will need to manipulate the remaining attributes (possibly slightly altering your randomly determined values) in order to get a character which is "legal" according to the rules (see Initial Attributes).
There are some players (often called mini-maxers or munchkins) who like to exploit rules to make the most devastatingly effective character possible. They will take advantage of any loophole to benefit themselves. Some gaming systems try to circumvent this and enforce some sort of balance in the game by making the rules as tight as possible, not allowing for any loopholes. However, this often makes the game much less realistic and more forced, and these people will still find a way around it.
We have gone to the other extreme. Infinite Horizons attempts to be as realistic as is possible (while remaining relatively simple), and in life, there really are "loopholes" people may exploit to make themselves better than others. The biggest such loopholes involve training of all sorts, including schools (for mental training) and fitness programmes (for physical training). Through effort, people can, and regularly do, make themselves stronger, faster, or more knowledgeable, and this is reflected in the game.
The reason we mention this here is to attempt to discourage players from abusing this policy when creating characters. Just as we aim for realism in the rules, you should aim for realism in your characters. Sure, you could make a character who trains at something for ten hours every day, but think how boring that would be. Even Olympic and professional athletes don't get that obsessive. Any character who does this sort of thing is going to be unrealistic, and therefore less enjoyable to play, and less enjoyable to be around. You will have less fun and other players (and the GM) will quite possibly get annoyed. Part of the fun is improving your character through regular actions, rather than going to ridiculous extremes to make yourself super-human.
It is easy enough with this system to make a character who is incredible in one or two areas, although they will have to sacrifice other areas to do so. This should be more than enough to satisfy most players. (How many things are you the best in the world at?) There is no need to be the best at everything. Don't even bother trying, and everyone will enjoy themselves more.
After all this is done, your character will be ready for play. All you need to do is pick some equipment out of the list of what is available to you, which may be determined by the setting of the game, your character history (we told you it could be important), your current location, what the GM decides would be available, and how much of the local currency you possess.