One of the underemphasized parts of making a character is writing a character background. Some barely give it more than a brief sentence description, others write novellas describing their complete character history. The how is pretty simple, just work with your DM to devise a back story that will fit in with the setting and be compatible with the campaign. Once you decide on a background be sure to write it down. You don't have to be an English major or a New York Time best selling author to write a background, just record your ideas for future reference.
The more interesting question is why you should write a background. The most obvious answer is it will help define your character's motivation. Do you fight for money, glory or to avenge some past wrong? These are questions you'll ask yourself about your character and will guide their future actions. However, there are even better reasons for concocting a back story. Backstories connect you to the larger world and give you story connections. Obviously, you'll need to work with your DM, but your backstory can involve you in the plot and give your character more to do in the adventure. Fill a backstory with hooks and threads, and a DM will only be too happy to give these a tug and in the end both you and your DM will have more fun.
One of the most common backstories tropes is that a character is an orphan with parents killed my some or another horrible thing which sets the direction of the character. I know this common trap well because I have fallen for it more than once. In reality, the lost parents' background is more of an easy way out. Image how much more interesting it would be if these parents instead were disgraced nobles, renowned thieves, or eclectic wizards who are never satisfied with their children's accomplishments. Imagine if your sister is working for the very organization you are fighting against, or your best friend from age two is taking up a sword to adventure by your side. Just like our families enrich our real lives, they can enrich our made-up lives. So get creative, add a few skeletons in the closet (contents may or may not include necromancy) or design some tasty nemesis. Your adventure will be better off because of your backstory.