Each theme's name is itself a power tag, and the phrases under each are potential power tags. If you check out any pregen, you can see that the theme name and two other tags are marked with a dot before them. These are the ones available for the character, the remaining are future potential (you can gain them with Xp).

So, to complete the character mechanically, choose any two tags under each theme, those are the features of Sir Shane.

And then, the background story. I know we don't have a lot to go on, there's next to nothing about the setting in the pdf. Since he's from Stormhelm, let's come up with the reason he's in the Dales. Is there a name on the map (settlement or otherwise) that intrigues you?

- Was he sent here to gain life experience in general? By whom (father / liege / king / tradition / else)?
- Did he come here to follow some clues? What (prophecy / accidentally found missive / overheard whispered talk / else)?
- Does he have a contact he should meet soon? Who?
- Does he have a specific, one-shot task upon arrival? What?

In general, what are his main motivations in life?
Any specific personal goals?

The main feature of a single-player game is focus on the one player's character, so let's learn some more about Sir Shane. However, no reason to force it, so anything that comes to your mind is a bonus, and we can fill in any details later.