There is a guidebook I found online that gives examples of character creation for all classes - I will send it to everyone once we have our Skype set up. I sent it to Kamisan already, but in the mean time, here are a few tips of my own - I hope they help.
1) Think up your character concept first. Anima is definitely flexible enough to handle whatever character you try to make, so go nuts. If it exists in Anime, it exists in Anima. The one restriction is that you're probably going to want to be Human. There aren't really any non-human races in Anima, and the Nephilim are a bit complicated and they impose a penalty to how much experience you'll gain over time (and how fast you level up).
2) If you use supernatural abilities, pick the system that's right for you. Believe it or not, a lot of combat tricks (like boosting physical ability, throwing fire and ice around, and flying around Wuxia-style) can be done with Ki, Magic, or Psionics. Knowing the qualities of each system is important, so here's a quick summary:
Ki powers draw from inner reserves of life force, and they're mainly geared for combat. They charge up pretty fast, and with the right advantages you can recover your Ki points very quickly, so you can recharge between fights very easily. Ki powers can do anything you've seen from anime like Dragonball Z, Ruroni Kenshin, or Naruto. They're a great choice if you're a very physical character who wants to use their powers in battle. You can also create your own awesome techniques, so there's a lot of customization available. The downside of Ki is that most likely you'll only have one or two techniques at most at early levels, and it takes a while to accumulate all the cool moves you want.
Psychic powers are powerful mental abilities your character has developed that let you project your willpower onto the world around you - they're balanced between combat and out-of-combat use. They can be used essentially at will, and can do anything from light enemies on fire to read the minds of others to boost your physical abilities past mortal limits, anything you've seen from Persona, Akira, or Elfin Lied. They're based around your Willpower stat so you can adapt them to most other kinds of characters without a lot of investment. The downside of Psychic powers is that there aren't a huge number of options for powers you can learn, you only learn a handfull at low levels, and when you fail your roll for a Psionic power you lose Fatigue points (which can quickly render you unconscious or severely drained at the very least).
Magic spells are incredible effects your character activates by expending Zeon - a sort of energy within themselves. Magic is divided into several Schools, and each one specializes in different effects (Creation magic, my character's school, is all about healing, protecting, and creation objects out of thin air). Magic can do almost anything you can think of, from creating light to breathing underwater to blowing up buildings to stopping time itself. If a spellcaster did it in Anime or a D&D game, they probably used this system. Magic uses Power and Intelligence, so it works well with intellectual characters. Magic characters can also have a HUGE reserve of Zeon points, and cast dozens of spells in a single day. The downside of Magic is that Zeon recovers EXTREMELY SLOWLY - it might take you two weeks to recover all of your Zeon.
Finally, there's a second type of magic called Summoning. It's what my character does, and it allows you to summon, bind, control, and banish summoned monsters like undead, elementals, and beings from realms mortal men were not meant to see. These passive summons slow down how fast your Zeon recovers, so they're not a great choice unless you invest a LOT of points into Zeon recovery rate. The second type of summoning, I call Active Summons, let you summon the Major Arcana from the Tarot Deck to cast powerful spells and generally kick ass. This kind of summoning is VERY draining but can do some pretty fun stuff. The drawback is that you don't have much control over which Tarot you know how to use, it's 99% a roleplaying thing.
3) Pick the class that gives you the best benefits. Every class gives you 2 things: reduced costs with certain Primary and Secondary abilities, and automatic bonues per level like life points, martial knowledge, secondary ability bonuses, extra Zeon, etc. Pick the class that best fits your concept. For example, if you want to be a warrior who uses psychic powers in a pinch, the Warrior Mentalist class is probably the best fit for you. If you want to be a stealthy warrior with a hint of Ki, the Shadow class has that covered.
4) Invest at least 50% of your points into whatever your character does best. If you're a Wizard, put at least 50% into magic accumulation, zeon, and magic projection. If you're a Warrior, but at least 50% into Attack, Block/Dodge, Wear Armor, and maybe some extra Life Multiples.
5) Always invest a little DP into Block or Dodge. I'd put at least 10% of your points into one of those. No matter what character you have, staying alive is ALWAYS important.
6) Spread out at least 20-30% of your points into a bunch of Secondary Abilities. If you're a Prowler type, you probably want about 40% in here. Your character should have at least 6 skills they are good at and could attempt check with without embarrassing themselves.
7) When in doubt, take whatever sounds cool or related to your character concept. It is VERY hard to make a bad Anima character, and sometimes the flawed, unique characters are the ones that make the best stories.
That's it for now, I hope that helps. You can contact me on skype if you have any more questions.