References for this adventure are the Core Rulebooks plus the Sword Coast Adventurer’s Guide, Out of the Abyss and the Unearthed Arcana: Light, Dark, Underdark located at 02_UA_Underdark_Characters.pdf
Out of the Abyss is intended for characters that were primarily surface dwellers (dwarves are considered surface dwellers as even their deepest mines just barely impinge upon the underdark), however, lost, insane or amnesiac characters will work fine.
For character creation:
1) Choose background first and write a sentence or two about who your character WAS before embarking on a new career
2) Choose a class
3) Ability scores may be standard array or point buy
4) Your equipment will consist of Poor Clothes and some trinkets, roll twice plus your DEX modifier times on the trinket table in the PHB. This represents the few things you have been able to hide while being searched
If you wish to fill out the form fillable character sheet, I have placed a blank copy in the files tab on FB, or this link: DnD_5E_CharacterSheet