We will go step by step in this thread. Feel free to talk about ideas here, both individually and for the group as a whole.
It's okay if you don't have a firm idea yet about who you want your character to be. What we know so far, just based on the premise of the game, is that you used to do clandestine work on at least a semi-official basis - probably for someone's military or government intelligence agency, or maybe for the private sector, or for a large but not necessarily legal organization. In any case you're out of that job now, not necessarily on good terms, and doing some kind of freelance work instead.
In my experience on this site, taking time to discuss group template or related details (e.g. developing the covenant in nearly every Ars Magica game) drains away that valuable start-of-game momentum, so to prevent that I'm going to give you your group template - whatever your individual backgrounds, you are now a team offering "security consulting" work on the gray markets of Amsterdam. You're free to come up with your own reasons for why you are in this place, doing this kind of work, but this is how we're starting.
But back to you as an individual. Start by deciding who it was that you used to work for - CIA, MI6, FSB (or KGB if you're old enough), IRA, Hamas, or whoever else you want. It doesn't even have to be someone that operates in this region of the world, although it might take a little more effort to decide why you're here now.
You might also want to have a general idea of what your line of work was (if you don't know now, you can always come back to it later). The book offers a number of templates, which also come with suggestions for how to spend some of your skill points:
Analyst
Asset Handler
Bagman (i.e. the guy who delivers the cash)
Bang-and-Burner (i.e. sabotage and demolition)
Black Bagger (breaking and entering)
Cleaner
Cobbler (counterfeiter, usually of false identities)
Cuckoo (grifters, con artists, deep cover operatives)
Hacker
Investigator
Medic
Mule
Muscle
Watcher
Wet Worker
Wheel Artist
Wire Rat (gadgeteering)
You may take one or two of these templates, or come up with your own, or don't worry about it at all. If you do want a template from this list I'll give you the book's recommendation for the associated skill point distribution, but don't feel obligated to take it.
The other thing to do at this point is to decide on investigative abilities. With a team of four players, you each get 22 points to spend, plus 1 free point in each of Streetwise and Tradecraft. You'll want to make sure that all investigative skills are covered (i.e. that at least one character has at least 1 point in it), so this is worth talking about as a group. Some overlap is fine, so don't worry if you really wanted, say, Intimidation, and someone else said they plan to take it as well. For the full list of investigative abilities, see
http://site.pelgranepress.com/...-out-for-players.pdf or your character sheet.
Narratively, having even 1 point in an investigative skill means that you are an expert at it. Having 2 or 3 points in a skill means you have worked extra hard at it even compared to other experts, and this is where you are definitely looking for some spotlight time. According to the book, there is generally little reason to put more than 3 points into a single investigative ability; I don't have enough experience with the game to judge that, so I'm going to say that's probably correct. Two exceptions to this are Forgery and Languages, where each point gives you a specific benefit:
Forgery - each point gives you one specific item where your forgeries are perfect and undetectable, e.g. American passports, MI6 ID badges, or Da Vinci notebook sketches. You don't have to choose ahead of time; you can fill in one of the blanks when it becomes useful.
Languages - each point gives you more languages that you can read and speak fluently. A rating of 1 gives you 2 extra languages, a rating of 2 gives you 3 more languages after that, and a rating of 3 or higher gives you another 4 languages for each point you put into it. You get your native language for free, and also English (or whatever language you as a group want as your common tongue); if your native language is English (or whatever) then I will say you can have Dutch for free to account for our starting location. As with Forgery, you can wait until you need a particular language to fill in one of the blank slots on your sheet, although defining at least one or two of them ahead of time can be a way to flesh out your character. You can also choose Lip Reading, for which one slot covers all languages that you know how to speak. Sign languages are also an option.
There's more, but I will stop there for now. Once you have all figured out your investigative abilities then I'll go on to the next step.