For most people, everyone except the referee/judge/GM, role-playing games start with character generation. The players need a "player character", an in-game person to role-play during the game. The player character is an experiment in make-believe and a game piece. In order to think of the player's character as a person separate from the actual player, we must "make believe" the characters are real individuals - ones with hopes and dreams and skills separate from the player. The player's character is also their "game piece" - that which represents the player in the game, is subject to the rules of success and failure within the game context, and the place-holder of each player's stake in the game. A lot rides on the player character.
Rules for generating the player character may vary greatly from one game system to another. In the original three little brown books the referee generated a set of six ability scores for each character and the player then chose a class, a race, an alignment, and perhaps most importantly, a name for the new character they would control. Common table practice quickly shifted to allow the players to each randomly generate the six ability scores by rolling the dice themselves.
Microgaming Concept's Melee and Wizard, and later In the Labyrinth which turned those individual microgames into a full fledged role-playing system called The Fantasy Trip, allowed each player to generate their character by assigning values to three attributes (Strength, Dexterity and IQ). The Fantasy Trip makes more extensive mechanical use of each character's three attribute scores, so I suppose it makes sense to allow the player some choice in the matter.
Point-buy systems of character generation followed the trend in designing a character by choice rather than by rolling randomly. GURPS is perhaps the most successful of the point-buy generic role-play systems, but there are others - The Hero System and Savage Worlds are examples. Many other genre specific role-playing games also offer a choice of either randomly generating character abilities by using a series of dice rolls or alternatively using a point-buy method for more control. I suppose which you prefer depends on how much fun you think it is to play what the dice rolls may give you, verses crafting a character to get what you envision playing.
Player characters don't exist in a vacuum, however. They are part of the shared imaginary world most often created by the other type of player at the table - the referee/judge/GM, or whatever title the game bestows on the person responsible for setting the stage, designing/adjudicating the setting, and bringing all the pieces together so that play can ensue. The players' characters generally form an adventuring group or team and therefore must co-exist with each other and generally cooperate to achieve some common goal. Working against each other, the player characters will likely have very short game lives and the adventure won't likely last very long - ultimately reducing everyone's fun.
Whether each player's character is randomly generated or carefully designed from a series of player choices, some thought should be given before play begins as to how each new character fits into the setting and gets on with the other player characters. Cooperation is the basis of all role-playing games and trumps character concept, backstory, or personal agenda.
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