Merchants are, whether you like it or not, a necessary part of almost any type of world you can set a game or a story in. Even in the far future of space travel, like you have in Star Trek, merchants exist in some shape or form. It is just a simple fact that people will always need something that they don't have on them at some point in time, and therefore, there will always be someone who makes a living by providing those things, in exchange for...other...things. Now, the situation gets a bit trickier when a Player decides to make a merchant, but that doesn't mean it isn't fun. Out of the handful of times I've seen someone try to be a merchant PC, I've seen it succeed more often than not. You just need to be prepared for the work that comes with the character.
Hope You Like Book Keeping
A big part about being a merchant, both in the real world and as a character, is book keeping. Some people balk at this, I mean, that is what dice rolls are for right? I'll just gloss over that aspect of it. The only thing is, if you're glossing over the book keeping, you are glossing over a big part of what makes a merchant a merchant. At that point, you less want to be playing a merchant, and more want to be playing someone who is wealthy and very well supplied.
Why do I say that? Well, because the key game for a merchant is supply and demand. You have the supply, they have the demand. When you're really lucky, those with a demand also have a supply of what you know someone else nearby has a demand for. This, however, means you need to keep track of what you have a supply of, what you have a demand of, and other fun things like that. This can also be, for the right kind of player, where a lot of the fun is. Especially when you get to dip into your stores to help the party out in an emergency situation. "Well, we need guns...didn't I just take in a shipment of assault rifles and rocket launchers? We can totally use those."
Book Keeping doesn't have to be a massive chore either. I mean, I am not trying to say that you have to keep a fully detailed ledger and tax notes. But you want to at least keep notes of what you are trading, especially when you are trading resources for resources. "I take in Apples from Tim, and trade him Oranges. I get a 2 apples per orange rate". That is a lot easier to manage than exact unit numbers, values, and expiration dates. It still keeps the general gist of what is going on, giving the GM an idea of what you are trading, and what you could be expected to have, but not locking things down to the tiresome medium of specific numbers. Though, if you like exact numbers, and your GM doesn't mind, go for it.
Back Stage Work
Along with all the book keeping, be prepared that you are going to have to do a lot of work back stage with your GM. The reason for this is fairly simple, all that book keeping can take time, and effort. It can also bog down in minutia of flipping through books, finding rarity values, and minute negotiations with NPCs. Sure, some of it can be done at session, but the GM will probably thank you for handling the majority of the crunchy bits after, or before, game. Why? Because it takes time. A lot of time. I'm not sure about your group, but I know that I, and others in my group, don't necessarily enjoy it when we loose an hour or two of session while someone goes shopping. Does it happen? Yes. Is it ok to happen on occasion? Sure. However, your character will be doing this regularly, meaning it will become a regular disruption. So try to set it up to happen, at least the crunchy bits that will likely take time away from the more entertaining 'group' scenes that session is primarily for.
Again, though, if your group is fine with it, or has fun going over those bits, by all means do them there. Best solution is to talk to the GM about how they want to handle this before the game gets really going, or before you begin your merchant voyage, if you are having a PC sort of step into it later.
A Social Character
So, enough about the warning parts of this. Let's take a look at what you are going to want when playing a merchant. Now, the obvious cue is to be an intellectual character, so that you can handle the math and all that fun appraising stuff, right? Well, in my opinion, you don't want intelligence to be your primary stat. Secondary, sure, but not your primary. For primary, you want social. Why? Well, for one, you can hire someone to do your books, but you don't really want to trust the selling/buying/haggling to someone else, now do you?
A social character is, generally, good at both convincing others of things they want, as well as reading other people's BS. You can't bullshit a bullshitter as the saying goes. So, having a good social stat is good for you. Then, when the haggling happens, you can fleece the hell out of your mark. You can also read their mood to know when you are going too far, as well as when they are lying or trying to pull a fast one on you.
In other words, the 'fun' aspects of being a merchant, and the more theatrical bits, tend to happen in the social arena. Fast talking, lying, cheating, haggling, conniving, all of that fun stuff. All of it happens with your social stats, or at least, should be what you build your character for for maximum mercantile dominance.
After that? Well, intellect can be good. Being able to track your own numbers and make sure you aren't being stolen from is good. Physical skills generally come in last priority wise, but do keep in mind, you may have to run away - or fight off thieves - at some point. So, if you make your physical aspects really weak, be sure to invest in some protection. Oh, and invest well.
A Game of Contacts
Remember that book keeping I mentioned at the beginning? Well, there is more to it than just product. You are also going to want to keep track of your contacts. Make a little black book for them, who you are friends with, who screwed you over, who was a tough sell, who hooked you up nicely. You want to know these people, and you want to have track of them so you can go back to them. Pull them into the game, and use them for repeat business. This isn't only good business, it helps bring the world to life, and your GM will thank you for keeping track of names, and at least your perceptions of the characters.
Aside from merchants, you'll also want to make other contacts. You never know, after all, where the next tip is going to come from. Also, knowing a variety of people, means you can offer a variety of services. So, when someone comes to you with a strange problem, you know who to go to to solve their problem. What does that do? It keeps you from having to turn the person away, and thus helps you make more money.
Being a merchant is, in many ways, social networking, and then trying to sell on that network. So, keep track of who you know. Keep track of who they know if you can. Finally, don't be afraid to reach out and play the favors game, or the money game, through the network.
The Bottom Line
Now, I'm not going to tell you how to play your character. Make it, sure (I kid, I kid), but not play it. However, looking through numerous stories, most merchant characters tend to keep an eye on the bottom line. What is the bottom line? Simple. It is whether or not a given action, a given sale, makes them a profit, costs them, or breaks even. How merchants act when the bottom line comes into play often determines whether or not we're supposed to like them. A merchant who always wants to keep things in the profit, will almost certainly betray the 'good guys' by the end of the story, in order to protect that bottom line. At best, they will withdraw their support, and cause a scene that way. Someone you're supposed to like will have a heart of gold. Sure, they'll try to pull out when profits are going away, but then someone - usually the protagonist - will make some heart felt plea, and the merchant will say "screw the bottom line!" and help out. Some things, so the lesson goes, are more valuable than money, after all.
For an example of this, look at the end of Episode IV (Star Wars: A New Hope). In the end, Han has his money from saving Leia, and is going to pull out. Why? He has his cash, he can pay off his debts. The bottom line is simple. He takes the money, leaves, and is back in the green. He stays, and he is likely dead, and that money may go to waste. Luke then makes a heart felt plea, and well, you all know the rest for that.
Now, games are not like those stories, so why am I telling you this? Because it is something you want to have in mind. When push comes to shove, how a merchant acts in regards to their bottom line, often determines the kind of person they really are. Is cash king? Or do they recognize that somethings are more important than their profit margin? When it comes down to it, will they give up their entire business to help the group take down the big bad? Or will they pull back and go off to selling their wares somewhere else? This can be fun to find out on the fly what your character will do, but I'd recommend at least thinking about it before hand.
As always, have fun with your character. They're your character after all. Hopefully this can help with setting one up to be a merchant.