Start with a basic "walk-around" inspection to check for any obvious problems such as loose wires or cables, visual damage to the unit and appropriate fluid levels.  If the engine continues to run roughly, try the following: 
1.  Check the choke knob - if it is still out, adjust it and see if the engine runs better.
2.  Check the air filter.  Dirty air filters can cause the engine to run roughly. If it is dirty, clean or replace it, reinstall and try running your generator again. 

If none of these solutions fix your problem, call the Customer Interaction Center or take your unit to a local Caterpillar Home & Outdoor Power Authorized Caterpillar Sales and Support Center (ASSC).