my advice is... don't sweat it!
there's nothing wrong with actively trying to create one, but you'll find that the more time you spend in the furry world, you'll just kinda click into one in the end. i drifted in and out of being a wolf, dragon, raccoon, rat and fox (who didn't?) for like, 4 years before a settled on lion.
and even if you do feel the need to pick something, whatever you pick you'll eventually come to embrace and identify with purely because you've spent so much time identifying with it.
isn't human psychology fun? though probably not as fun as furry psychology