Personally, I prefer to build characters, put them in the setting, and let the plot happen on its own. There are already some really good ideas about how to build plot, so I'll try to talk about character.
First, who is your character with reference to the rest of the story? You could call this motive - why do they do what they do? Does their motive make more sense for someone who's rich and upper-class, or someone who's a peasant/worker/labourer? Someone who's from the kingdom or not?
Then we get to the more basic qualities - gender (or not), sexuality, race/ethnicity, looks, etc. Who do you picture when you think about this character? If I were to write about a desert setting, I'd look up some groups of people indigenous to deserts irl and try to build looks similar to those.
Then you get to build the norms, which you might enjoy because it seems like you'd enjoy worldbuilding. Is the character normal? What, if anything, is different about them? Their hair, skin, gender, interests? You can do this either way - either build the world first and then think about what differences you'd like your character to have, or build the character and then see if you want them to be different or not.
For example, I write a lot of non-straight characters. When I come up with them, along with their powers and traits, I think 'oh, this one's bi'. Then I decide that I don't want it to be a big deal, so I write the world to have little to no homophobia.
So does your character face social challenges beyond whatever the actual plot is?
You also have to come up with the actual personality of the character, and I tend to base this on what I'm good at. Are you funny? Then it'll be easy to make your MC funny. Smart? You could probably write a genius well. You can use existing fictional characters as starter templates, but you have to change it enough that they're unrecognizable. For example, the Luke Skywalker template - Chosen One, not really snarky, kind hearted, instinctive with a particular skill, merciful, etc etc
One creative writing professor told me that characters are our imaginary friends - maybe that helps you.
I suppose you could also go to TVTropes and pick a bunch of tropes and build a character around them, but I'd strongly advise against it for important characters. You can also base characters on real-life people, but again, not really a good idea. When the time comes for you to kill off the character based on your mom it's going to suck. And, of course, having a protagonist based on yourself is heavily and almost universally criticized (unless you're a guy, in which case you might be able to get away with it).
And remember, there's no shame in letting creations be shelved. Did you come up with a perfect character - for another story? Put them away, or put this particular setting away, and keep trying!