To play Eternal Lies you need to create a character. Characters in Call of Cthulhu are called “investigators,” as they primarily spend their time investigating the horrors of the Cthulhu Mythos.
Eternal Lies plays especially well with investigators who have, simultaneously, enough experience or competency in their backgrounds that they’d be asked to embark on this investigation and enough remaining ties to normal life that they have people to love… and lose.
Without revealing too much about the adventures to come, the campaign introduction provides a bit of information on the initial setup for Eternal Lies so you can get your investigator into position to embark on the campaign in a way that’s true to her persona and motives. Considering these issues now pays off at the beginning of the campaign by giving you and the Keeper fuel for in-character dialogues during play.
The precise details of the benefactor’s invitation and the mystery to be investigated will be dealt with in the very first scenes of the campaign. Why your investigator is there, how exactly she was approached, what her connection is to the wealthy family in question — these are matters you can reveal during play. Consider the matters now to give yourself some material to improvise with when you play. Don’t try to be specific yet. More details about the benefactor come out during the campaign.
If you'd prefer to forgo creating your own custom Investigator, six ready-to-play Investigators are available.