OK, first of all delete those pre-defined characters. They've got lousy stats and you don't want to go through the game with characters made by someone else anyway. Here's some stuff to think about:

Sex doesn't affect your stats or anything else of a technical nature. There are two places in the game where sex matters, and none is even remotely significant. Nationality doesn't do anything as far as anyone knows.

You need about 10 skill points for the basic skill assortment. Every character should then have 5-8 points for specialization if they started out with IQ 15-18.

It's not worth it to buy more than 2 levels in a skill, and in fact for most skills there's little reason to buy more than 1. They will go up anyway as you use them, and in many non-combat situations you can keep trying until you succeed.

Initial MAXCON ranges from 22 to 36. You can use it as a deciding factor if you roll stats that are OK but not great.
After you start playing you can only acquire new skills at a library, and the first one is in Needles. That's quite a bit into the game, so choose wisely at the start.

You get to keep any unspent skill points left over from character creation.

You don't have to start with four characters, but there's no particular reason not to. If you're going through the whole game with only two or three characters, a high starting IQ is even more important.

In theory you can play through the game with a single character, providing you recruit Vax at the very end for some quick hacking assistance. IQ 16-17 will be enough for the initial skill array if you forgo some marginal skills. Carrying capacity will be one of your greatest worries, but at least you don't have to invest in medical skills...

It might be a good idea to make notes of which character has which skills, both for character creation (so you don't accidentally duplicate a skill) and for convenience during play.

Every skill is associated with an attribute, e.g. to be really good at Gamble it's even more important to have a high Luck. In fact there are often attribute checks accompanying passive skill checks, for instance there might be slightly harder AGL and LK checks complementing a Silent move check; I generally won't mention these.

If you think rolling for stats is the most boring thing imaginable, don't sweat it. You can probably finish the game with quite sucky attributes (except maybe IQ) as long as you get the right skills and equipment.

Except for which type of pistol you get, starting equipment does not depend on chance or skills.

There's a way to get more guns and ammo at the start of the game, but it's something of a cheat. Just trade all equipment to one of your characters, enter the Ranger Center, delete the others and create new ones. They'll have new weapons, and you can then repeat the process. If you're playing the PC version you can even set up a macro to this effect.

Attributes

Strength (ST): Affects close combat damage, but not carrying capacity. Can be used to kick in doors and break open containers. You'll want one character with ST 15 or so, otherwise not a priority.

Intelligence (IQ): You need this for initial skill points, 15-18. You shouldn't accept any lower than that since you'll want to raise it to 23 eventually.

Luck (LK): Is checked in many different situations. A high LK lets you hit more often in close combat and do more damage in ranged combat.

Speed (SP): Affects order of attack in close combat, and is also used to avoid the odd hazard. A mêlée party will want average rather than abysmal Speed.

Agility (AGL): Used for athletic skills, and may also affect evasion in combat. Helps you avoid things like traps and pineapples. Not a very important stat.

Dexterity (DEX): Affects shooting, so a medium to good DEX is preferable. Used for things like picking locks.

Charisma (CHR): Can be used in a few places to minimal effect. Helps a little with contrary NPCs, which is not important at all.

Skills
The numbers within parentheses below represent the IQ needed to learn the skill and the basic cost of the skill respectively.

Skills that every character should have:

Brawling (LK/3/1): The primary hand-to-hand skill which you need in case you run out of ammo at the wrong time. Buy 2 levels, because it will double your number of attacks (you can imagine that this makes a difference), and you'll want to use this early on.

Climb (AGL/3/1): A cheap convenience. Though only one character really needs it to get you past obstacles, you can raise it for free later, which is gratifying.

Swim (ST/3/1): See Climb.

Perception (IQ/6/1): Useful for finding many things, such as land mines.

Assault rifle (DEX/9/1): Used for the best low-tech weapons.

AT weapon (DEX/9/1): Good to have in case you must blast off a rocket.

Energy weapon (DEX/23/3): For all weapons powered by Power packs.

Skills that two or more characters need:


Medic (IQ/15/2): Put this on two characters for healing early on. Getting 2 from the beginning is not worth the cost.

Doctor (IQ/21/3): Get this for everyone that lacks a well-developed Medic skill to be on the safe side later in the game, especially if you play with four or fewer characters.

Skills that only one character needs:


Picklock (DEX/10/1): Used to open many doors.

Silent move (AGL/10/1): Put this on the lead character.

Demolitions (IQ/13/1): Used when throwing Grenades, so load all of those on one character if you're not selling them. This is not used for opening doors.

Bomb disarm (IQ/15/2): You might want to put 2 here because the consequences of a failure can be aggravating. That's 6 skill points, so you need an IQ 16-18 character for this.

Safecrack (DEX/15/2): Used in a few places.

Helicopter pilot (DEX/19/3): You don't really need this.

Toaster repair (IQ/20/3): Used very late in the game.

Electronics (IQ/20/3): No very significant use unless you play a smaller than usual party. Metal Maniac has this.

Clone tech (IQ/22/3): See Helicopter pilot.

Mostly pointless weapon skills:


Clip pistol (DEX/3/1): Bad idea, Brawling is much better early on.

Knife fight (DEX/3/1): Don't know why you'd want to fight with knives.

Pugilism (ST/3/1): Brawling is much more powerful and you need that anyway to get multiple attacks.

Rifle (DEX/3/1): Can easily be bypassed in the weapon progression.

Knife throw (DEX/6/1): See Knife fight.

SMG (DEX/9/1): See Rifle.

Skills which have no significant or exclusive applications:


Acrobat (AGL/10/1): Not useless, but marginal as long as you have Climb.

Gamble (LK/10/1): You don't need extra money, and there are no quest applications.

Confidence (CHR/11/1): Very marginal social skill.

Sleight of hand (DEX/12/1): A rubbish skill.

Forgery (DEX/13/1): See Sleight of hand.

Alarm disarm (IQ/14/1): See Sleight of hand.

Bureaucracy (CHR/14/1): See Confidence.

Cryptology (IQ/16/2): Used once, a pure convenience.

Metallurgy (IQ/17/2): Only good for some decidedly minor cash and random encounter changes in the Mine Shaft.

Cyborg tech (IQ/24/3): See Cryptology.

Weird skills:

Combat shooting (SP/11/1): This skill only appears in the PC version and can only be learned during character creation. Most likely it doesn't serve any function in the game whatsoever.