* The Historical Anastasia: Anastasia Nikolaevna Romanova, the youngest daughter of Tsar Nicholas II of Russia, was a real person who lived from 1901 to 1918. She did not create herself, of course.
* The Legend of Anastasia: After the execution of the Romanov family in 1918, rumors circulated that Anastasia had somehow survived. These rumors spawned various stories and accounts that helped create the legend of Anastasia. There is no definitive evidence to support these stories.
* The Character of Anastasia: This refers to fictional representations of Anastasia, most famously in the 1956 film "Anastasia" starring Ingrid Bergman. This fictionalized character, based on the legend, was "created" by playwright Marcel Pagnol and screenwriter Guy des Cars for the stage play.
So, the answer depends on which "Anastasia" you are referring to.