When you just start creating a character, the race of your character isn't that important. It changes how your character looks, where in the eve universe you start, and gives you a few hours head start in that race's frigate skill.
The more important thing is to decide which race's ships to dabble/train in, because that will affect your skill training and play style immediately.
Caldari - Mainly missile weapons, some railguns, and shield tanked. Ships look the most "terran" in other spaceship games. Known for being the capitalistic space jew race. Because of their reliance on missiles and their mechanics, they're the favourite race among PvE players, but less favoured for pvp (besides ECM). Hate Gallente, and to a lesser extent Minmatar. Allied with Amarr.
Amarr - Heavy brick armour tank, pewpew laser weapons which don't use ammo but are heavy on capacitor usage. Known for being the fanatic-religious slaver race with giant golden dildo ships. Hate Minmatar the most, and Gallente. Allied with Caldari. In the current "meta", their capital ships are the most favoured.
Gallente - Freedom loving space frenchies with a hard-on for drones. They mainly armor tank and use hybrid turrets like blasters and railguns and send their space drone minions to mess with people. Their ships are blue-greenish freaks of nature. Hate Caldari and Amarr. Allied with Minmatar.
Minmatar - Alpha race. Winmatar. Previously slaves to Amarr, the Minmatar won their independence after a bloody war. Minmatar use projectiles in the form of autocannons and artillery, which do a ridiculous amount of damage at once (alpha damage). Projectile ammo can also be selected to deal greater damage to resist holes, which combined with playing smart, can severely reduce the amount of damage your enemy can tank before they explode. Combine this with Minmatar ships superior speed and you have the race often chosen by solo and small gang pirates, gankers, hardcore pvpers, and alpha-fleet doctrines (in which a large fleet firing at once vaporizes an enemy ship in one volley before logistics can save them). Minmatar ships can be armor or shield tanked, and to fly well are notorious for taking longer training time. But they aren't jokingly called Winmatar for no reason. The downside? If you don't like it, their ships literally look like garbage. Rusted scrapheaps and solar panels with guns and engines attached. Some people like the junky aesthetic however, and to this day many Eve players love to recall their first Rifter - the Minmatar iconic frigate. Hate Amarr/Caldari, allied with Gallente.
I fly all the races but you could probably tell I'm biased. Minmatar - Winmatar.