As your character isn't an emotionless robot, he or she needs some personality traits that describe him or her better and give them a sense of authenticity and believability. And you are encouraged to role play the way you have created your character as it can make for some fun and interesting sessions.
First up, we need to know what your alignment is, the core of what makes your motivation and what drives your actions. There are nine different alignments ranging from essentially really good (Lawful Good) to really bad (Lawful Bad).
Lawful would mean you are methodical and tries to follow the rules. Even if you are Bad, you are the mastermind kind of bad. Chaotic would mean you are very whimsical in your actions. Even if you are Good, you would still break the rules for the sake of good. And Neutral lies in the grey area.
After that, to really flesh out your character, try to think up some personality traits, an ideal they may want to live up to, some bonds they share with others and some flaws they may have that they're insecure about.
For example, It can be something as simple as not being able to sleep without a midnight snack, wanting to become the next big hero, wanting to protect their family and not being able to tie knots.
You can let your imagination run wild and if you present with a really interesting character that he can use to fit into the narrative of the story, who knows? you might get some pleasant surprises tailored especially to you along your journey.
Just like what you did with your personality, this part asks for your backstory.
Where were you before this story began? What were you doing? Not only does it give your character more relatability, but also gives them a starting point and determines what equipment they have on person or how much wealth they have.
Even though it is highly encouraged to be creative with your backstory, most of this section would have to be approved by your DM first before finalising as it might need some balancing if left completely to the players' devices.
So yeah, you probably cannot be the high king of the seven kingdoms because as a king, you would have all the wealth and power at your command and it would completely destroy the point of this adventure.
But don't see it as limitations on your creative freedom, as there are still many stories you can write for your character. Such as an exiled noble, a wandering scholar, a hardened gladiator or a shady criminal. They're all there for your pleasure and it's a blast to share your story and hear other stories from other players.
But enough dilly-dallying, let's get walking as we explore the world and see the various interactions with it in the next section.