When you log in, you must choose a name. If you want to make a new character, just log on with a name you like. If you are prompted for a password without "New player." appearing on your screen, that means someone else is already using that name. If it says that the name is unavailable, it's probably because the character with that name broke the rules or the name is used by a "monster" in the game.
If you have problems, send us a mail. This mail will be forwarded to the current administrators (Aedil and Gaeius) and other interested people.
Here are some tips on getting started, and if that isn't enough, you might want to read Jada's Newbiescroll.