Well, i made all the characters on paper, and made some of the mechanics. But, what really matters for me is the story. But i can't just give the characters i made roles. That's the problem.
If you don't have an idea for a story/plot or a world yet, but you do have characters, you can use them to help you develop your story.
A very straightforward exercise for doing this is to ask two questions for each character:
- What does this character want?
- What (or who) is preventing this character from getting what they want?
With just those two questions answered, you've got some conflict - and conflict is a great tool to drive story. From there you can start fleshing things out and thinking about how they interact with the actual gameplay elements of what you're making (you say you have some of the mechanics, so I assume you know what kind of game you want to create).