This page of the Witcher Monster Slayer walkthrough describes how to create your character.
You create a character during the "Final Exam" main quest. After you kill the first monster, a character selection window will pop up. Once you create your character, you will be able to complete the quest and continue your adventure.
The character cannot be changed during the game. However, you will be able to affect their armor and equipment.
When selecting a character, you must define their appearance. You have 4 women and 4 men available to you. They differ in complexion, facial features and hair. Your character's appearance has no effect on their stats.
Choosing a name
Once you have selected your character's appearance, you must name them. The game gives you a few default choices. If you'd rather name them yourself, you're free to do so. This cannot be changed later in the game.