The Archetype is the most fundamental choice made while creating a character. It determines which powers are - and aren't - available for the lifetime of the character..
Your Archetype determines some basic features for your character. Your Hit Points and Hit Dice are dictated by your Archetype, as well as the available Power Sets. In addition, some Archetypes have one or more signature feature, and may have features that modify the functioning of some of your Power Set features.
Once you select your Archetype, you must then choose your Primary and Secondary Power Set from the ones available to each Archetype.