Study the "Star Wars" universe in depth. Start with the six theatrical films and expand into any of the books, novels and websites dedicated to its details. In particular, look for DK's line of coffee-table books such as "Star Wars: The Complete Visual Dictionary" (available at most bookstores). They contain loads of information on the various species, governments and characters of the "Star Wars" universe.
Decide which era you want your "Star Wars" character to come from. The history of "Star Wars" goes on for millennia, though most of the details focus on two specific periods: the fall of the Galactic Republic (covered in Episodes I through III) and the rebellion against the Empire (covered in Episodes IV through VI). Other eras allow you to stretch your wings creatively, however, since much less has been written about them.
Decide which species your character belongs to. The "Star Wars" universe contains hundreds of aliens, from Wookies to Mon Calamari, and any one of them makes a great basis for a character. You also can create an alien species of your own if you wish--developing their physiology, history and culture--or play a human being (who remain the movers and shakers in the "Star Wars" universe).
Determine if your character possesses Force powers. The Force is the energy field binding the "Star Wars" universe together. Those strong with the Force often become Jedi Knights, charged with defending the galaxy from any threat. Some also fall to the Dark Side and become evil Sith, using their powers for selfish ends. And a few may have secret abilities which they never shared with anyone (especially during the age of the Empire, when Jedi and other Force users were hunted down). Not every character in the "Star Wars" universe has Force powers, but those who do are often defined by them.
Develop your character's history, background and personality based on the earlier decisions you have made. You should include key events which happened in his life, the status he holds in the "Star Wars" universe and how he treats those around him. Is he a Jedi knight? A cocky pilot? A manipulative politician? How did he find his way to his current circumstances? How does he feel about the Rebellion (if he's from that era)? The answers to those questions provide the bulk of your character's persona.
Write down all of the details you have drawn up: a few paragraphs on his background, a physical description, a list of any abilities he may have (including Force abilities) and a short piece on how he operates in the "Star Wars" universe. If you have artistic inclinations, draw a picture of him to get a better impression of what he looks like.
Write up stories of your character's adventures or start a "Star Wars" table-top role-playing game to further develop your creativity.