You'll start off with only one character slot. You'll unlock the remaining slots after completing all the main story quests / sagas.
After fighting through the prologue battles, you'll have to create your own character. Shenron will be talking to You can select one of the five races. For more information about each race, refer to the dedicated pages for each race on this guide.
After selecting your race, you'll select your character's gender. (If applicable) The following screen will allow you to further costumize your character's appearance, name and voice. One more selection you need before starting the game is selecting your starter skills based on your style. For starters, it's recommended to select the balanced layout.