If you are new to guild wars, making a character that is affective can be positively overwhelming. 6 classes and 75 skills for each of them is quite a lot to consider without having a bit of experience. The following guide will get you started. But I can't take you all the way because part of it is prefurance...
The first thing you need to do is select a primary class. Your secondary doesn't matter yet because you can't do that at character creation. But there are 6 classes and you probably haven't the slightest clue what they do yet. Well. There are two ways to select a primary profession. The first is to just go by what looks cool and your assumptions of what that profession does. That's a fine way to do it but if you're wrong, then you'll be sadly disappointed later. The second way is to read into what each profession does. The Guru's have provided fairly extensive descriptions of each class at this very site. So you shouldn't have much trouble finding some useful information. And if that fails, you can always go to these forums and ask as many questions as you want. We will be happy to answer (please use the Search button first though).
After you've decided on a good primary profession, you need to decide on a good secondary profession. If you already have a good idea then you can go through "pre-seared" Ascalon and find the trainer that will provide you with your secondayr profession and finalize it without experiencing any of the others, but if you don't have a great idea right off the bat, you can test each of them and then go back to your favorite one. There are only a few, but very important, effects that the order of your primary and secondary profession have: You can only wear armour from your primary profession which can do anything from make your damage much less to giving you tons more energy, and you only get the Primary Attribute of your primary profession. So if I were to create a Ranger/ Mesmer, I would wear Ranger armour and my primary attribute would be Expertise rather than Fast-Casting. If I were a Mesmer/ Ranger, I would wear Mesmer armour and my primary attribute would be Fast-Casting rather than Expertise. Simple enough? Good. The only problem is, you've just selected which skills you have access to

Great. You've got the permanent part done. Now you get to start messing around with skills and attributes which can be changed at any time. Next you're going to need to pick some attribute lines. Your level in an attribute affects all the skills linked to that attribute. So if you want to use a bunch of Air skills but you have no attribute points invested in the Air Magic line of the elementalist, they are going to do very little damage. Before you decide what attributes to pick, you need to get an idea of what exactly you're going to be doing. Are you going to be a damage dealing ranger? A trapper type of ranger? A beast mastery type of ranger? A caster-interupter type of ranger? This is partly personal prefurance. It also depends on what your team needs you for... But by the time you get into team builds, you won't need this guide any longer. Once you decide what you want to do, you need to look for skills that would be the most useful for this and then look at which attribute they are linked to. Lists of skills can be found at http://guildwarsguru.com/ , http://gwonline.com/ , http://guild-hall.net/ , http://knights-templar.com/ and many other sites. As a general rule, try to use only 3 attributes because this will keep you specialized and you will be very strong at what you choose to do. You'll find that there are enough skills contained within just 2 professions to make your head hurt. Once you look through all the skills and get a general idea of what each profession is focused on, then you need to start picking skills....
Picking skills is the biggest headache so far. Sure, you've narrowed it down to only 3 or 4 attribute lines, but now you can only pick 8 skills and you must consider everything from your energy to your health to how they work with each other. The best thing to do is to look for skills related to your desired job... If you are going to be a damage dealer, you really don't need to slow down your enemie's spell casting by casting Arcane Conundrum now do you? That's a useful skill for any interupter though. Now that you've listed a bunch of skills that would be good for the job, it's time to narrow them down. To do this you need to look for several things: First of all, you need to kick out ones that just aren't going to be useful for your class. For instance, if you are a Warrior primary which has reletively little energy, you don't need to cast any spells that cost 25 energy - however if there is a skill that you really like and think would be useful, you can find a way to make it work by using energy management skills (such as the Ranger's Marksman's Wager). You probably still have a good number of skills to choose from so now you need to look at which ones work really well with each other. If you are trying to interupt casters, perhaps Arcane Conundrum and Power Spike work well together? There are tons of useful combinations of skills in Guild Wars - and if you have any questions about the effects of any of them, remember that people on forums are always willing to help (as long as you tryed using the Search button first to see if anyone else has previously asked the same question). By now, you should have a bunch of skills that you think would be really great together, but "oh no!" you've only got 8 skill slots!

Test your build. Try out different skills and combinations of skills. See what you can do to make them work. See what you can do to make yourself a more effective what-ever-role-you-chose. I have often done something using a skill builder and then when I try it out in the actual game, I realize it's not as good as I thought it would have been. And sometimes quite the opposite - I find something to be much more effective than I previously thought possible. Most of all, don't continue playing a character that you don't like. If you think Ranger/ Warrior sucks, delete that character and make a new one that's better. If it's something to do with your attributes or skills, don't bother deleting your character, you can easily refund the attribute points you spent and rearrange your build. You get 200 attribute points (max) and each level in an attribute costs the name of the attribute level (level 9 = 9 attribute points but you must buy level 8, 7, 6, 5, 4, 3, 2, and 1 first). Each refund point refunds a whole attribute level. So you don't need 9 refund points to go from level 9 back to level 8.
If you have any more questions, use the *search button* and then go post it in the forums.