I was wrong. After the installation, you choose your graphics adapter, screen resolution, and start the game. Well, don't fret. Because Blaze and Blade is a PSX port, there's not a whole lot of difference in resolutions. Even at 1024x768, the environment is severely pixellated.
Character creation is deceptively complex.
There are male and female models for all the classes, and though the characters' sex has no effect on stats or abilities, it's still a good idea to include them. However, I have yet to notice the elements having any impact on the game. The entire character generation process is so involved and has so many aspects, it seems that the game itself should be rich and complex. Sadly, nothing could be farther from the truth, and you're wasting your time if you agonize over any part of it. The deceptiveness of the character generation process comes in choosing your classes.