This is a mainstay feature for every game in the series that at some point in game play you will reach a place (usually via the Freeplay Mode) where you can create your own custom characters. This was an especially fun aspect of the Star Wars and Harry Potter games in the series, but all feature it.
In the case of LEGO Movie the location for creating custom characters is found in the Cloud Cuckoo Land hub, in the puppy-faced building off of the plaza. So once you reach that point in play you will be able to make use of that feature!
This article uses material from the Super Cheats and is licensed under the Creative Commons Attribution-ShareAlike License