We introduce a new operator $Γ$ on symmetric functions, which enables us to obtain a creation formula for Macdonald polynomials. This formula provides a connection between the theory of Macdonald operators initiated by Bergeron, Garsia, Haiman and Tesler, and shifted Macdonald polynomials introduced by Knop, Lassalle, Okounkov and Sahi. We use this formula to introduce a two-parameter generalization of Jack characters, which we call Macdonald characters. Finally, we provide a change of variables in order to formulate several positivity conjectures related to these generalized characters. Our conjectures extend some important open problems on Jack polynomials, including some famous conjectures of Goulden and Jackson.