Sometimes, if you take a long while to create your character's look and clothing, the server will drop the connection to your client and won't accept the request to actually create the character, and just hang at the screen where you enter your handle, bluepill name and background.
The solution is to create your character before the timeout. I know that there are a lot of cool options to choose from, and it's nice to have a very custom look, so maybe you want to go thru all the choices, take your time, and learn which options you want. Then, if the connection times out, you can go back and create your look more quickly, now knowing exactly how you want it to be.
Also, if you're stuck on that screen, I think Alt-F4 keypress will exit you back to Windows.
Good luck!
