Choose the type of anime character you want to be. The most common characters are the "prankster/comic," the "superhero" and the "human with special powers."
Create a backstory for your character. Where did you come from? If you have super powers, where did they come from? What is your character's purpose? A purpose can be simple, like annoying the next-door neighbor. Or it can be complicated, like fighting the vampire army that killed your family.
Find an archenemy and enemies. Anime characters have plenty of enemies; these are the characters who are constantly trying to thwart you and your cause. For example, you might find yourself up against an entire army of vampires. But there is always one person in particular, the archenemy, who gives your life purpose. This would be the vampire that killed your loved ones. He is the archenemy upon whom you will have your revenge.
Define your mannerisms, and always keep these gestures and speech patterns over the top. If you're a prankster, for example, you might be goofy and laugh like a hyena. On the other hand, if you are the human with special powers who is chasing the vampire that killed your family, you might be cold and distant and speak in monosyllables.
Determine your look. This look can include a costume, a set of props and physical attributes; there is always one distinctive feature. Flamboyancy is the name of the game in anime, though its particulars vary by genre. Japanese characters might wear somewhat normal clothes but have outrageous, gravity-defying hairstyles. Their props might be ridiculously out of proportion. Think spandex when it comes to American anime characters, particularly of the superhero types. However, their hair is likely to be trendy and stylish. American props are more technology-oriented.
Form a group. Although your character may start out as a loner, there is a good possibility that you will meet someone along the way who has a similar cause. Join forces with this character or characters. There is strength in numbers!