Decide on a physical description of your character. Ask yourself if it will be male, female, both or neither. Perhaps you want to have the character be humanoid from the future, or an alien no one has ever seen before. Whichever you choose, make sure that you are consistent; in other words, if your character slides along on its belly to get around, you wouldn't have it buying shoes. Even aliens have their limitations and problems, which makes for an interesting character in a book.
Decide what is special about this creature, whether it will have special powers or needs. If you're writing a book for fun anything goes. However, if you want the book to have more of a serious nature you may want to figure out what a human might be like as he evolves a couple thousand years from now. Maybe it will have enhanced vision or hearing, or maybe none at all. Maybe it will use or rely on some kind of technology that right now is only a vision for the future.
Give your creation a great name. Play with names of things and rearrange the letters. If the character is from a far-away planet you'll want a unique foreign sounding name. A trick for coming up with names is to number the letters in the alphabet 1 to 26, and then write down a phone number. Do some rearranging if necessary and you'll have your alien name.
Your character must have a problem it needs to solve or a goal that is hindered by an obstacle. If it doesn't it will be a very dull and unbelievable creature. This is true whether the character you are creating is a main character or someone just passing by. For example, your main characters are walking down the street and a shopkeeper is out sweeping the walkway in front of his shop. The shopkeeper is only in the story for a couple sentences but he has a goal and a conflict getting in the way of that goal. Meaning he is trying to sweep and clean the store front but he has to keep stopping because people keep walking by and dragging the dirt back and forth with their feet. You don't have to write all that, but knowing it as background may cause him to make a face or a rude comment to the passers by. Those kinds of details make for richer and deeper characters.