Hi! Very happy to see you here, hope you enjoy it enough to stick around!
We used to be a lot more active, then everyone got old and went to college/got married. Now a lot of us don't post nearly so much anymore. It's a bit of a self-perpetuating problem--when I come to the forums, I often don't post, because I don't find anything worthwhile to post in, y'know? I really ought to just post something new or something.
At any rate, a lot of GMs make their own characters. In fact, I'd say they all do. You are, after all, creating a setting for your gamers, and characters are a part of that. Also, characters are a very useful way to move plot along, when necessary (though, generally speaking, railroading is bad).
The thing to keep in mind, when making characters, is the purpose of your role as GM: to create a game for others. If your characters don't contribute to that, then you need to adjust what you're doing.
One of the biggest pitfalls I had when I tried to GM was that I tried to use really detailed characters or--worse--my regular RP characters. It didn't really work out all that well. Loose outlines or caricatures seem to work better, as they adapt to the weird-ass shit your players are undoubtedly going to pull out on you.