I case anyone is interested in this, here's a character sheet to help you get ideas for a character.
Character sheets:
Name:
Gender:
Race: (human, demi-god, Neanderthal, etc.)
Apparent age:
When did you die:
What culture did you belong to?
What did you do when alive?
Where did you go when you died?
What did you do after you died?
Sponsoring god?
Powers:
Effects of time spent here:
Other:

My idea (sample)
Name: Robert Smit
Gender: Male
Race: Human
Apparent age: 32
When did you die: 1573
What culture did you belong to? Britany
What did you do when alive? Blacksmith
Where did you go when you died? Asphodel
What did you do after you died? Nothing. Occasionally picked a fight, or talked, but it didn't last long.
Sponsoring god? Hephaestus, Hecate
Powers: Toughness, fire resistance, can use magic
Effects of time spent here: Patient to a fault. Things always seem like they're going "too fast" to him.
Other: Hermes brought him to Hephaestus to help in the forge, but Hephaestus had already struck a deal with Hecate, so she was there as well. The deal they had arranged was that he, as a mortal agent of Hephaestus, would help free her daughter, Circe, and in return she would help Hephaestus form his most powerful magical armor yet. Robert would serve Hephaestus while Hecate taught him basic magic, as well as the spell to free Circe, though he wouldn't be strong enough to cast it on his own. When Robert was ready, Hephaestus would send his "loyal servant" to visit Circe in "The Harem" as a "reward" for his service. Once there, Robert would order Circe to cast the spell to free her that Hecate had taught him.
When he was discovered, Hephaestus would disavow all knowledge of this plot, and end his service. Hecate would then declare him her servant, and he and Circe would find their way back to Hecate. No one would care that Hecate had done this, as they all knew what her daughter had went through, and he would be free to work as Hecate's servant.

Yes, it's simplistic, but I'll add detail as I go.