After you've gotten the client running, the first thing you'll need to do is make a character. This guide should help you do that intelligently.
In a typical MMO, your initial character creation choices will have a long-term effect on your character's path.
In EvE Online, this is not the case. The only relevant difference between character Races and Bloodlines is cosmetic: different options for your avatar.
Some people choose their initial race for Roleplay reasons, for unlike most MMOs, EVE has a very large and detailed background that contributes to a very vibrant --if marginalized-- role play community. The race/heritage choice screen upon character creation has much better descriptions of each races' background, but here is a brief description of what each race means to the roleplayer.
Religious fundamentalists who consider the other races to be their rightful slaves. Imperialistic, arrogant, dominating; the Amarr are the largest and oldest empire and most populous race in EVE. Slavery is legal and alcohol is banned in Amarr space, and a heavy class based system keeps everybody in a perpetual hierarchy. At one point the Amarr even grew arrogant enough to attempt an assault upon the mysterious Jove empire, but were quickly humiliated with a total defeat, allowing the Minmatar slave race to free themselves and leaving the Amarr currently weak enough to be forced upon an uneasy truce with their one-time slaves.
Amarr ships are streamlined, goldenrod, and have cruel sounding names. In Star Trek lore, they generally look reminiscent of Romulan combined with Cardassian ships.
An oligarchy of numerous corporations united under a single state-run corporate empire. The Caldari praise efficiency and utility over everything else, caring nothing for such wasteful concepts as "art" or "looks" in their designs. The Caldari once hailed from the same home system as the Gallente, but their drastic differences in cultures have at one point caused the two to war. Eventually brought to a stalemate, an unease truce eventually settled upon, with the unfortunate agreement of the Caldari being forced to leave their home world and resettle to the north... something the Caldari have never forgiven nor will forget.
Caldari ships look like they were made for function over any sort of form, even lacking any sort of paint job; they are of the duct-tape-and-cardboard asthetic, but most of them are as efficient as can be.
The democracy-loving entertainers, producers, artists and innovators... but also very much semi-libertarians of the EVE galaxy. The Gallente admire the Minmatar for their freedom loving ways and agitate against the Caldari and Amarr for their rigid systems of authority. The Gallente actually elect their leaders and make choices as a Republic, unlike the other races. Gallente ships are the exact opposite of Caldari: form over function. They have all sorts of bizarre almost alien-looking designs, with the general sort of black and green color scheme of the Alliance ships from Firefly. Besides their bizarre look, Gallente ships would probably fit in well with the Federation from Star Trek--all around good at everything thrown their way.
Tribes of freed slaves who rebelled against their Amarr overlords in the past and set up an uneasy truce with the other empires. Many Minmatar are still renegades and continue to wage war on the Amarr in retribution for centuries of abuse. Many of the disjointed tribes are composed of nomadic traders and merchants. The closest allies of the Minmatar are the Gallente, who respect their desire for freedom and self-governance. Minmatar ships look pieced together from scraps found at junkyard only also held together with string and duct-tape. Their ships have a dark blood-red steel look reminiscent of Reaver ships from Firefly.
Next you'll pick your character's gender. We hope you don't need this explained. It doesn't make any direct in-game difference what your character's gender is.
EvE Online has a wide array of avatar customizations that can help you to create the most lifelike, freakish, horrifying space doll you can imagine. Feel free to pick the largest sunglasses and creepiest grin available.
Currently, your character's features and clothing can be re-customized at will, so don't stress out too much about getting just the right look the first time.
After you customize your avatar, you’ll go to a character portrait screen. Feel free to spend a few minutes in the virtual photo booth staring into the lifless doll's eyes, twisting and turning your character into the most grotesque of poses.
Your Ancestry has absolutely zero bearing on anything. It is a word tacked onto your profile with no in-game description or meaning.
Your Education selects which of three beginner systems for your Race that your character will start in. It doesn't matter which you pick, as nobody you know will be anywhere nearby and they are generally functionally identical.
Your name is the most permanent part of your character. Try not to unironically pick a name like xXxSephirothxXx or GiantDonges4Life. Probably the best known example of this is Goonfleet member "Buttpipe." Apparently, the name seemed like a good idea to him at the time. Now, months later, he's still stuck with "Buttpipe" as his handle, despite his daily GM pleas for a change. Don't be a Buttpipe. Pick something you'll like down the road.
Additionally, in big fleet actions with 100+ ships on each side, fleet commanders often pick primary and secondary targets in alphabetical or sometimes reverse alphabetical order. Try not to make characters with names starting from A-E or V-Z.
Names are case sensitive. If you forget to capitalize your name, it will remain like that forever.