1. Find your character's voice. Try to make it different from your own. This will probably take a few posts, but when you've got it down, you'll find that the character almost writes itself, because it knows what it needs to say.
2. Flaws are your friend. No one wants to play with an infallible character who's never wrong and is the best at everything.
3. Figure out a short-term and long-term goal for your character. Once you meet the short-term goal, make another. If you ever meet your long-term goal, decide where, if anywhere, to go from there. If you find that there's nowhere else to go with your character or nothing left for them to do, retire and make a new one! It's always better to walk away happy than to burn out or stagnate.
4. If you're listening and having fun, there's no mistake that can't be moved past. Take risks. Don't be afraid to fail. Don't take anything personally. This is a game, and games are meant to be fun.