Only request existing stuff!
Make sure that what you're requesting actually exists.  You can do that in the "Does This Thing Exist? / Who Is The Author? / etc." thread, which is a sticky in the request forum (ie, it is shown at the top)

Be specific in your request!
Many characters were made by several different authors, so try to specify the author's name when requesting characters (or stages), it makes it a lot easier for those trying to help you and helps ensure you get exactly what you're looking for.
If you don't know the author's name, you can ask in the thread mentioned above.