Bumping this as a reminder since we've had a lot of new players lately:
While you are certainly free to play a character from almost any world (within reason; nothing modern or futuristic), you may NOT recreate a famous fictional character or historical personage. This means you cannot play Cloud Strife, William Shakespeare, or Conan the barbarian. Make up your own, original characters before entering the game world. Trust us, you'll have more fun that way.