A mix of mechanical decisions AND character concept, personality traits, etc. I always have plenty of ideas, but deciding which one of the many ideas is the "right" one for the campaign is like a series of pauses while my emotions sort themselves out.When you say “make a character” are you referring only to the mechanical decisions (race and subrace; background and characteristics; class and potentially subclass; spell choices if applicable; ability score assignment; starting equipment)? Or are you also including stuff like description, backstory, etc.
Session Zero always helps, of course, since it narrows down the list based on what the party would strongly benefit from. But even narrowed down, it's still analysis paralysis.
None of this applies to one-shots and mini-campaigns mind you. Just normal campaigns where your choices stick with you for months/years.