Coming up with a character concept - step one of character creation

In the Exalted book, they have a list of sample character concepts that might give you an idea for who your character might be (or who they were before they Exalted):

• Craftsman: Carpenter, swordsmith, cobbler, weaver
  
• Criminal: Bandit lord, pirate, con artist, hit man
  
• Drifter: nomadic tribesman, scavenger, gambler, vagabond
  
• Entertainer: courtesan, musician, gladiator, minstrel
  
• Merchant: Caravan owner, slave trader, money lender, shop owner
  
• Politician: barbarian prince, town magistrate, vizier, minor dynast
  
• Priest: shaman, initiate in Order of Immaculate Dragons, monk, holy man
  
• Scholar: royal historian, healer, engineer, librarian
  
• Soldier: city guardsman, mercenary, barbarian warrior, scout
  
• Worker: farmer, manservant, dock worker, lumberjack
  

There are also the Archetypes (Natures) that give an idea of your character's outlook and general goal in life:

• Architect - You want to create something that will outlast you
  
• Bravo - There are winners and losers in life; and you're a winner
  
• Bureaucrat - Laws exist to be followed and so you shall
  
• Caregiver - You will make a difference in others lives
  
• Conniver - It's always better to talk someone else into doing the heavy lifting
  
• Critic - There are flaws in every plan or system and you will find them
  
• Explorer - There is always something interesting beyond the horizon
  
• Follower - It is for you to do and die, not to ask and question why
  
• Gallant - There's nothing better than fame (or infamy)
  
• Hedonist - Life is too important to waste; pleasure is its own reward
  
• Jester - Sorrow and pain are your enemies, humor is your weapon
  
• Judge - There are many conflicts that just need an able mediator or abitrator
  
• Leader - You were born to lead
  
• Martyr - The cause before all else
  
• Paragon - There is a greater good and it is that you truly serve
  
• Rebel - You choose your own way in the world
  
• Savant - The universe is a riddle waiting to be solved
  
• Survivor - There is nothing you can't survive
  
• Thrillseeker - Risk is meaning, boredom is death
  
• Traditionalist - The answers can be found if you just look back
  
• Visionary - This world can be better, and you know the way
  

Beyond Mortality

Another option and/or step is figure out what type of Exalt (if any) you want to play:

• Heroic Mortal - Mortals are the lifeblood of civilization, making up the vast majority of its peoples low and high. Some few, such and unExalted Realm Dynasts hold more power than even some powerful Exalts. Keywords: Gritty, dangerous
  
• Dragon-Blooded - Rulers of the Blessed Isle in fact and most of the civilized world in name, they make up for in numbers and discipline what they lack in raw power and are in many placed the de-facto rulers of creation. Keywords: Power, responsibility
  
• Lunars - Driven to the edges of Creation at the end of the First Age, most Lunars have become bestial hunters, prowling the wilds and Wylds alone or ruling empires of beasts and men and things between. They are masters of survival - whatever the environment. Keywords: Savage, bestial
  
• Abyssals - Servants of the Deathlords, the rulers of the Underworld. These warrior-poets exult in their dreams of bringing the peace and freedom of death to all that lives and breathes. They hold fast to their sense of honor and their own codes - as twisted as those might seem to the living. Keywords: Darkness, death
  
• Sidereals - Head bureaucrats in the Hierarchy of Heaven, they enforce the mandates of heaven, keep the Bureaucracy running, and, when possible, tinker with destiny for their own causes. While Elders might shape the course of the Age, the young are tasked with gaining experience the hard way - one step of the bureaucratic ladder at a time. Keywords: Destiny, bureaucracy
  
• Solars - Born with the raw power of the greatest of the gods, they have long been hunted and killed by the Imperial Wyld Hunt within weeks to months of their Exultations. Now, with the Scarlet Empress gone and the efficient Wyld Hunt in disarray and they again walk the world and they have no choice but to shape it in their image. Keywords: Excellence, hunted
  
• Non-humans: There are a couple non-human options that can be played as well that are more exotic: Ghosts, Wyld Folk, Dragon Kings, Half-bloods, and others if you want something different