I'd like to create an Anthro, possibly wolf, but any idea is good.
There you go! You have a character. All you need to do is give it a name - Maybe a name that is personal to you, or you just like? And an age - Normally it would be the creator's age, but it doesn't have to be. As for the other details, well, when creating a character, the creator tends to base the character on themselves. What kind of things do you like, foods, sports, music? Your fursona can like these things too.
As you work on it over time, and begin to draw this character more often, you can add more to their personality and story as you go along.
tl;dr: Base it on yourself. If you don't like it, it'll evolve as you try to improve.
Or you could just pull random things out of the air,
write them into a bio and call it your fursona. :V