The most important thing to consider when selecting a character and coming up with a concept is quite simply the question of “will I have fun with this character on this game?”.
Its no fun to find that your character does not have much in common with the other characters (unless, of course, you enjoy that particular challenge!) or that the kind of roleplay you designed this character for isn’t happening on the game. Given this, we strongly urge potential players to consider the fact that the game is focused on the social and political interactions at the two courts. All characters need not be political creatures, but they need to have some role to play at court, whether that is seeking influence or renown for themselves or their families or just passing time and spending money.
For male characters there’s room for all sorts of knights, shining or otherwise, as well as for nobles lacking in martial ability and seeking other ways to advance themselves. Their available options are more or less the same in both King’s Landing and Sunspear, though we do want to stress that we know much less about what happens in Dorne during this time period, so if you find the notion of us following known canon history too limiting, then consider a Dornish character if you have read the books that feature those.
For female characters, we are particularly keen to see characters who are eager to take on the challenge of working within the system. Women have more limited opportunities than men in King’s Landing, but we would love to see more female characters take on the challenge of rising in the social circles of the court and being a power behind the men in their lives. Perhaps your father, brother or husband is not showing a lot of political initiative, leaving the task of increasing the house’s influence to you? In Sunspear, women have every opportunity to be forces that are reckoned with at court, even if they are still largely absent from the more martial aspects of life.