Most I plan is the general stuff - basic playstyle the character will be, race, gender. I'm not a writer - I've never written long stories just for the fun of it. So trying to come up with some narrative for who my character is, and what their motivations are.... meh, not interesting. That's not what I play games for.
(In pen-and-paper games, it's kind of like the difference between "role" playing and "roll" playing - are you more interested in doing improv acting and speaking "in character", or are you more interested in the strategy, rules, and game system. And, of course, there are people all along the continuum between the two extremes.)
In the case of Skyrim, I'm not even sure yet what combat style I want my stealth/melee character to go with - need to try out the options in the new combat system to see what "feels" good. So all I've got planned so far is "Female. Probably Imperial. Melee/stealth." I'll figure out the name once I'm staring at the face I've come up with in the character creator.
