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Im sure this is the wrong place to ask but what do i have to do to make my own space marine character?

Buy a space marine codex ,
give it the wargears you pick ,
give it a name.

Voila , you are done!

Haha alright that works

If you're talking about physically, get the Space Marine commander box. It comes with most of the Captain or Chapter Master options.

Also if you want your space marine character to have some cool bionics theres the iron hands upgrade set. Using a piece or two from that can really help distinguish your models you want to stand out. After I make my imperial guard army Ill be definitely trying an Iron hands army. Theres also even chaos space marine parts you can use if you file off the heretical icons. Can make for a base to a good looking pre heresy style suit of armor.

http://www.games-workshop.com/gws/catalog/productDetail.jsp?catId=cat1400009&prodId=prod1140236