It depends.
If this would be your first time attempting to create a mod for SRB2, I would rather encourage you to start small and try out different aspects of SRB2 modding first and see what do you find the most interesting or comfortable to work with, as well as better understand some of the technicalities of the game.
Create some small gameplay mods with Lua, make some test levels with Zone Builder, perhaps make sprite and sound replacements to better understand SRB2's sprite and sound system, and such.
Custom characters are known for needing some commitment, as most mods as of late involve custom code, 200+ sprites(!), sometimes with compatibility with whatever's hot at the moment...
I would absolutely not recommend starting out with a SRB2 character if, again, it's your first time modding the game.
Though nothing stops you from starting with one of the hardest type of mods if you want to! Do keep in mind it's not going to be a breeze.