If you are interseted in the you as a character game you would be making a character based on you. Who you are as a human. That could change later on just go here Source 6b to read the requirements. If you wish to try out Dungeons & Dragons 3.5 you can create a character by going here Source 6a If you tell me in there what you are looking to play I can see if we can figure something out for you.
The half Pegasus half wolf character would have to be in the regular 3.5 game. Go to that character creation thread as I have pointed out above and describe what you want and create a character that way. Tell me how you came to be a half Pegasus and half wolf.
Dungeons & Dragons does in general have room to build a character based upon a fursona. Kn's right, the premise behind the you as character game is intended for who you are on earth.
Kn's other 3.5e game has no such restrictions, and neither does my 5e game.
Quick synopsis of what the different editions mean: -3.5e is more flexible, and its got more content behind it. That means that customizing a character very close to how you visualize it is easier to do.
-5e is newer and more streamlined. It doesn't have as many character options, but is much, much easier for someone new to Dungeons & Dragons to learn.
The other thing to consider for this hypothetical game of yours would be d20 Modern. It is a game based upon the 3.5e system, but adjusted to fit within a modern day society. We don't have a d20 Modern game ongoing on this site, but if you learn 3.5e, it should not be difficult to pick up.
I still don't get how to use the dice to set up my character stats would someone be ok to do the rolls for the stats for me so I can male my character I am getting really confused trying to do it for Dungeons & Dragons 3.5 and I really want to participate in it.