You can make player characters after finishing game creation, or you can do it in the middle of this process—follow your instincts here. If you find yourself talking more about the characters than the world, go to character creation and then float back around to whatever parts of game creation you haven’t done yet. Otherwise, go ahead and finish out all of game creation first.
It’s worth noting that the protagonists should have some connections to the faces and places you named in the previous step. If it’s difficult to relate the characters to the setting, then you may want to rethink your protagonists or revise your game so it will make a better fit for the new characters.
When you’re making characters, you’ll also discover a bit more about the setting as people talk about who their characters know and what their characters do. If anything comes up that should be added to your game creation notes, do so before pushing forward with playing the game.
A big part of your setting is what people can do in it. The various skills in Skills and Stunts cover many situations, but you’ll want to look over them to see if any don’t apply or if there’s a skill you need to add.
Adding a skill is covered in more detail in the Extras section.