When I start the game and after my character customization and name creation, I get a message saying Session certificate approved then the game does nothing? Any help? Thanks
Read the instructions on the front page, particularly the part that says "In-game character creation does not work, so use this website to create them and customize their appearance and location."
Also refer to the FAQ for any questions you may have in the future, most of the common stuff is addressed here: (probably give this a look first as it describes what little is working on the current test server) http://www.mxoemu.info/forum/thread-581.html
Hit 'Register' on the top left of mxoemu.info to create a game account (your forum account and game account are two different things at the moment). If you see your name on the top left, you're logged in and can click it to go to the character editor. You can create up to 3 (if I recall) characters here. Choosing clothing is rather direct, just get a basic idea together and you can fine tune it later. Once you hit 'update appearance' to save your character you're editing, you can start the game, enter your username/password, and you should see it in the list (instead of hitting 'Create Character').
This is all detailed in the 'how do I create a character' section of the FAQ. Just click the link to the FAQ and do the old CTRL+F (find) for 'create a char'
EDIT: If you're trying the in-game character creation, you already have a login and password. Just hit LOG IN on the top left of mxoemu.info, then click your account name where 'Log In' used to be.