Yea, I had to remake my Shephard, got her close enough to what I had in 1 and 2... supposedly the game can't read in characters originally created in ME1 (and then transferred to 2).
I'm not sure I like how you see all the "big" choices you made when you played 1 and 2 (i.e. Rachni queen, Collector base, save Wrex, Ashley vs Kaidan) since that seems like it kinda "telegraphs" what some of the big plot twists will involve.