Every story needs a hero or heroine! What is your story's? A flying monkey? A pen? The possibilities are endless! Think, and decide the following things about your character:
What is their name? Where are they from? What species are they? What gender are they? Who is in their family? Why are they doing what they do in the story? What is their backstory or history? Make sure these things fit in with the theme.
Compile all your ideas, and develop them into your main character! Then repeat this process for any other major characters your story has (a good one includes at least 2 major characters, a main character, and at least 2 minor characters.) The process is the same for minor characters, but details can be eliminated.