Once the host starts the game, and enters character creation, players can join in and create their own characters to journey with the host. Once everyone has finished creating their characters, then the adventure begins. From what I've gathered -- and I haven't personally tested this -- the only time that you can't create your own character is if you join *after* the game has started and the host has finished character creation, in which case you take control of one of the NPC companions in the host's party.
To summarize, if you join the game during character creation, you can make your own character. If you join late, you can't.
Last edited by Lich; 13/09/17 07:49 PM.