Choose wisely which faction you would like to join... once your application for one of the factions has been approved, you cannot change faction unless your character dies (and you lose all your personal points).
Pick a faction whose style and overall story and history you like - read the info on the wiki pages and forum threads about the factions.
You like to build rugged characters in a cold, icy and mountainous land or mine for ore? - Maybe you would like to join Garheim.
You are more the forest type, build castles from wood and stone, maybe your army contains elves and you build large ships! - Lenfald would be the place for you.
Your army contains large cavalry units riding through green flatlands or you like to build in the oriental style in desert areas - maybe you are a Loreesi.
None of the above suits you, you just want to plunder and pillage - or you're into magic? it seems you are a perfect fit for the Outlaws.
Important notice: By choosing a faction you are not limiting yourself to build only for this faction - maybe your character travels abroad and visits foreign lands, maybe foreign troops of dignitaries visit your lands. You are free to build in any style you like - just be sure there's a story behind your MOC that explains why.