Selecting a character to use through the course

There are a number of ways to do this. Essentially you create a character variable. Then when the user selects their character, assign that value to the variable.

At this point, you place your character(s) on a given slide or layer and then change the state of the character to X when the timeline of the slide/layer starts on the condition that the character = X.

Some people use multiple characters or they use one character with multiple states. 

Character based layers make sense when you also need other content that is contextual to the character.

You could also have a number of characters on a slide with an initial state of hidden. Then change the state of the character to x when slide starts. Of course, you need a trigger to accommodate all of the various characters.