Eve Online is unique among most massively multiplayer games in that its character creation is tied towards selecting skills, and character advancement is based on the amount of real time the character has remained in play, not "how many things you've killed" as happens in World of Warcraft or City of Heroes.
This makes your initial skill selection an important consideration for EVE Online character creation; the skills you take at the initial signup will determine which cascade skills you can take down the road. While CCP has done an excellent job of making sure all of the options for character creation work and have value in game play, from management and training to gunnery and mining, there are certain skills that are worth more than others. The first and most important section of skills to take are the Learning branch, because the right skills (Eidetic Memory, Learning and Focus) reduce the learning time for all other skills you take.
The second skill group you should focus on when doing EVE Online character creation is Drones. While Drones aren't as sexy as gunnery, or mechanics, they are the primary tools used for a lot of the game, and a properly configured drone can do things you don't have the skills for, albeit not as well as someone who IS skilled can do them.
Beyond that, specialize in the branches that will be useful to the end goals you have for your character. If you're going to be mining a lot, take Trade skills to get good prices; if you're going to eventually run a corporation, take Management skills. If all you want to do is be the best pirate killer possible, EVE Online character creation supports that as well with the Gunnery branch and Spaceship command branches. One thing you should be aware of is that the kinds of ships you can learn to pilot are limited - choose them carefully to maintain all your options for the future.
EVE Online character creation is a very rich part of the overall game play, and unlike a lot of combat based MMOs, it's built around the social interactions of the entire EVE Online universe; there's more to making a character than just picking the special effects of their Kill-O-Zap Deathenator blaster, and some of the most effective examples of EVE Online character creation stem from non-combat focused characters.
