Oh that is such an easy question. What are your favorite types of people? What personalities are you attracted to? When you day dream, what character is it? Mine is the occasional loner with a special ability, they can be highly intelligent, observant, etc. Then think for a moment, where will the story take place? In this era, a different time, or even in a different world? For example, I adore fantasy mixed with historic.
The most difficult part of every character is coming up with a name. Do you want an interesting name? Research a part of their character in a different language that sounds pretty and is easy to read. Or go through the names of the stars. They have proven to be interesting many times. To some names are simple, who do they remind you of in your life?