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Now that you have at least a basic idea of how to roleplay with paragraph-style, you might be thinking you can just start roleplaying away as you please, right? Wrong! There are many more things you have to do before actually starting a roleplay. You need to find another person or a small group, discuss a plot and setting... but first of all, you need to make a character sheet!
A character sheet defines who your character is; you might want to start roleplaying just like that, but if you don't know what character you're using, if you don't know who they are, or are unable to efficiently determine how they act, it'll most likely end in a clumsy attempt at roleplaying at best, until you've determined who your character is. Once you've been able to outline your character, the roleplay should go much more smoothly. It's always better to flesh out your character before beginning to use it.

Though certain characters are "sheetless", those who use them already know all there is to know about the character they are using, are able to play it efficiently, and trust in their memorial abilities enough to be able to not need a written reference when playing as their character. If you think you are able to make a character without a sheet, I say, go ahead, but you should at least write one sheet so as to get the hang of it all if you're a rookie roleplayer.

Here is a list to help you know what you should be thinking about when making your character. Incidentally, it's also what every single roleplaying room (which is any worth joining) will be asking you to fill in:

Name: Hopefully self-explanatory. This obviously includes first name and last name (if any), and may include aliases, nicknames, and other names which the character may be known as. Aliases and nicknames might be included in the name section, or in a separate category depending on the room or on your preferences.

Age: This is self-explanatory as well, but if your character's species is one that has a different lifespan than a human's, you should include more than just the actual number, or the fact that its age is unknown; mention how old they look, or how old they would be if they were human if so. Example, an elf aged 300 wouldn't look like a human aged 300 (which is impossible in the first place...). Since we, the roleplayers, are humans, we need references we can relate to. (no comment about those people who seriously think they're not human)

Gender: Though it may be obvious enough with the name section most of the time (unless it's a fantasy name), this is still important; male, female, hermaphrodite, unknown, or none are the usual choices (male and female more often than any other, since the others are very rare in society and we are much less familiar with them). This is not based on what your character looks like; a boy that looks like a girl is still a boy, for example. However, you may mention "looks like a boy/girl" and/or "prefers to be referred to as a male/female" if your character's gender is unknown or ambiguous.

Species: What your character actually is; their genetic origin. If you are using a scarcely known species or a custom-made species, be sure to mention something about what the species is apart from the name; this should include general appearance for the whole species (height, stance, body structure and frame, etc.) as well as any outstanding characteristic the species may have. This might affect the other sections a lot, since certain species may have special habits or needs which the character would have to bend to. Make sure you don't overdo "half-" species, with a one-eighth here and a quarter there, since after "half", the genes most likely will not be important enough that it would affect the character in any significant way.

Appearance: You need to let others know what your character looks like. Describe them in enough detail to let others get a mental image, but try not to stretch it out too much with tons of details. You may mention that they like this or that item or clothing they have on themselves at all time or a small description of how they obtained it, but do NOT mention anything which is not relevant to the way they look. A tutorial will be made specifically for this section soon.
Personality: The way the character acts. Even if they are shy or try to avoid social contact, you should still mention how they act when they have to interact with others. Likes and dislikes, phobias, and other such things also should be written down in this category. Make sure to include at least a few characteristics about the character; a personality of only one or two characteristics will make a flat character. A tutorial specific to this section will be submitted soon.

History or Bio: What happened in the character's past. This section usually spans from the birth or childhood of the character to the present day, although it may begin even before their birth. If you mention something about the way they act (I.E., they were feared by other children because they were extremely aggressive), be sure it was also mentioned in personality, and make sure it still is relevant to what happened in the character's past (don't just start about how they act like this or that if it doesn't affect anything about the history). This section is NOT made to add more to the personality section. I will submit a tutorial explaining this section more in detail soon.

Others: Anything that you couldn't put in any other category for whatever reason should go here.

This is what a filled-in character sheet looks like; I will post Kara Chter's as an example:

Name: Kara Chter

Age: Appears 26 years old in most forms.

Gender: Female

Species: Shapeshifter

Appearance: It varies greatly; the forms she takes on are usually humanoid, however; human, elf, anthro...

Personality: Her personality can be altered by her master at will, and therefore is very difficult to define exactly. The personality she takes on the most, however, is shy and defensive, trying to keep detached from anyone whom she meets, although meaning only to help whenever possible. No matter how her personality changes, however, she will always address a point directly once it comes up. She also dislikes people who don't accept advice, and will become hostile towards them if they are being adamant enough about not accepting it.

History: Kara was created for a series of roleplaying tutorials on July 8th, 2010. No one really seems to know nor realize that she spawned from the void as a fully functioning individual; she simply began to be as though she had always been, knowing perfectly well what she had to do from the day she was created; she had to serve as an example character to roleplayers throughout the world. She fills her duty well to this day, and doesn't doubt that this job suits her perfectly.
Others: She resides in the tutorial world, but may step out at times through special rifts existing in her home world.

The average acceptable length for appearance, personality and history is roughly 3, 4, and 6 lines respectively. That means you are expected to know your character well enough and to like them enough to be able to easily write that much about your character. I permitted myself to shorten this amount for Kara's sheet because I need to keep her generic enough to not drive people into believing that this or that character trait should be included, or another left out completely. This is also to help me in not getting attached to her as a character. You, however, should try getting at least a bit attached to your character, because usually, the more you get attached to them, the longer you can think about them, and the more detail you can add.

Do note that the sections don't have to be in this order, and that some may even be added; weapon(s), weaknesses and powers are three of the most common, though there may be many others. The moderators and administrators of roleplaying chatrooms may ask that you add some extra sections in addition to the essential ones.

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This has been a summary of how to make a character sheet. Use your better judgement when in doubt; if you want to put one information in a certain category, but it doesn't seem to really fit, then it might be better in another.

Time to practice! If you already have characters which you would want to roleplay with, why not try and write their character sheet? If you don't, why not create one and make a sheet for it, or try writing a sheet for an existing character from a series which you like?