Regardless of character point allocation, Template, or Tradition, there are some important considerations when creating characters for this campaign.
Some level of awareness of the Supernatural is a must. At the very least, characters should have Hidden Lore (Spirit World) or Hidden Lore (Traditions) at at least  level. Most characters should be actual supernatural participants, and should dedicate a significant number of points to supernatural abilities, contacts, and skills. See Advantages, Disadvantages, and Skills, Will and Will Points, Methods of Magic, Ritual Magicians, and Attunements for ideas on where to spend those points.
How does your character survive when things get violent? GURPS combat can be deadly, so it is important to consider how your character will get back in the game if they get beaten, stabbed, or even shot. Some options:
- High DR, HP, or HT provided through Attunements
- Healing through Ritual Magic
- Supernatural protection that makes getting hit very unlikely
- Supernatural Durability from being an In Betweener
Not every character needs to be a combat monster, but since this is an RPG, there will be fights. Given that, you will want your character to be able to do something during them so that you, the player, don’t get bored. Most PCs should have at least 2 points in a skill from each of the following groups, and a background to justify it:
- A Guns skill
- A melee weapon skill
- An unarmed combat skill
It’s fine to have more if your background justifies it, but this is a starting point.
It’s not going to be all shooting and fighting, either. Much, if not most of the game will revolve around social interaction with NPCs. Most of the Social Skills listed under the Smooth Operator Talent (B91) are likely to be important (probably not Panhandling).