Welcome to the board and the game!
Asking dumpshock a broad question about how to build characters isn't likely to give too much useful information, or give you so much information as to not be of any use
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A good start is to figure out what do you want your character to do, what are your fellow runners doing, and also let us know what books you have.
Any case, I'll give a few points of generic advice. The first is the read the books. They're large, but they help. Specifically the core rulebook(sometimes known as the BBB, or big black/blue book), has a lot of good information in it, both about mechanics and setting, and even if you are not, for example, playing a magician, you should know a bit about the magic system because it will impact your character.
Assuming you are playing shadowrunners, there are a few things you should know, some people might disagree with some of these points, but starting out especially these are all good things to keep in mind.
First, your character should be the best in the party at something. This could be hacking, shooting, social interactions, sneaking, magic, or anything really, but there should be some specialty you bring to the party that gives you a unique role.
Second, don't over specialize. While occasionally it can be interesting to play a character who can only do one thing well, usually you want your character to have a variety of things they can do. While you don't need to be a jack of all trades, unless your group is particularly large, you can't rely on having a specialist in every field that may come up, some everyone branching out a bit can help cover your bases. Also you never know when you may need someone to open a maglock or fast-talk when the person who would normally do it is unconscious/dead/missing.
Third, your character should be decent in combat. Shadowrunners, regardless of their specialty, tend to get into fights, and you need to be able to survive these fights even if you are not the combat specilist in your group. Generally speaking, you should be able to get at least 2 Initiative Passes to be decent in combat, and and least 3 if combat is one of your main focuses. This also generally means you should have some good offensive abilities as well. Typically being skilled in Automatics or Longarms, or having magic abilities is enough for most characters(Pistols, while very useful(see below), are not always enough firepower and shouldn't be your only offensive option unless you are really really good with them).
Fourth, your character should have some out of combat utility. Most campaigns are not all combat all the time, and in some games combat may not come up every session(our team only gets in a major fight ever few sessions), so you don't want to sit around bored because the only thing you know how to do is shoot people.
Fifth, unless you have a really good reason not to have them, always make sure you have the follow 4 skills at a decent rating: Pistols, Perception, Infiltration, and Etiquette. You don't have to have a high rank in them, but you should be proficient. Infiltration is important because Shadowrunners usually are doing illegal things, and can't expect to survive if they can't hide from security/police. Besides, suprise is the single biggest advantage you can get in combat. Perception helps you notice alarms, traps, and helps prevent you from being suprised, Etiquette helps prevent you from pissing off important people and screwing up your faces rolls, and Pistols is important because you never know when a fight may break out, and while not very powerful, pistols are cheap, concealable, generally legal and socially acceptable, and still lethal when need be.
Sixth, invest in armor. A simple armored vest will dramatically increase your survivability, knocking an average of 2 damage form every attack you take(and when you usually only have around 10 health, that's a big deal. An Armored vest is even concealable and completely legal.\
Seventh, understand melee combat before you specialize in it. While melee combat is useful at times, it's generally quiet, and doesn't get the same attention guns do, it also kinda sucks. Apart from the fact that melee attacks do less damage than guns on average(unless you're a troll), the simple fact that a ranged attack is a simple action while a melee attack is a complex action makes guns just better...which makes sense. You have to invest a ton of resources into your character to even make melee a viable option when compared to ranged combat, and unless you are an adept I don't think melee will ever be a better option than ranged(and even then, you can make a gunslinger adept way better than a melee adept). If you must play melee as your primary roll, play a troll(or at least an orc), be an adept, and either use unarmed combat or two weapons. This isn't to say don't have any melee ability on your character, just don't make it your primary focus unless you know what your getting into.
Finally, and most important, talk to your GM about the type of game you guys are going to run. Don't make a team that specializes in corporate B&E runs when they are planning on making this a street level gang war campaign(or something like that). If your GM mentions a skill or ability your team should have, make sure someone has it, and if there is something your GM would rather not bother with(riggers and technomancers are often targets of GM ire, for different reasons), don't play it, or at least make a deal with your GM first.