What I normally do first when I make an RP character is to have some sort of goal for the character first for example one of my characters is a dark knight and seeks to gain power and further his understanding of necromancy/illusion and ice magic. Then from there I go with how did my character get to that point? what happend to cause him to do this? This is when you start developing the background.
So lets start with something simple since I assume this your first time lets say your nord is a traveling warrior you then define the personality of your warrior is he is good warrior that defends the weak? Or a Mercenary that takes any job that pays money? Or does he wish to become a knight? Then using your back story you would make decisions/play depending on the personality you crafted in the backstory for your character.
Eh I am not good at this I hope i helped you with your issue.