Follow Brigha's advice. Read a whole bunch, and develop a way (with the aid of your fellow RPers) for your persona to fit in the story.

Why is a Niall in Brigantes lands? What's her stake in Culann reclaiming the throne from the evil blackguard Santorix? Is she an emissary from Eire offering troops to help oust Santorix? Is she a lost stripper willing to work at the Screaming Skull for a few sestertii? Has she solved that whole "cold fusion" thing? Will Bart and Anna get back together? How high is the sky? How deep is the sea? Will Big Papa C ever stop asking dumb questions?