wild guess, as you don’t show anything at what you really get vs. what you want:
when you say “my character” do you mean a 3D model you made ? or do you mean a BP characher you made ?
if you just put your 3D model (like a skeletal mesh) into the level, it will just be an other 3D objets in the scene. You need to create the BP logic that take care of it (right clic in content browser>create a BP>character)
then edit that new character with the 3D content to put your skeletal mesh in (add also a camera with a cameraboom, an easy way to have a camera that follow your character )
and build the logical in the event graph (taking the input, and doing something of it, ensuring to play the right animation, etc).
if you just create an empty charachter bp or if you just select the default “character” as you’ve done in your screenshot it won’t do much alone. (look at the first person character BP to get an idea of what you need to create to manage the input, anim)
if you have never done that, youtube has lot of tutorial on all the basic things required.
then for the spawning, there are multiple way of doing it.
One is to place a player start (the small flag with a gamepad icon) into the scene and setting the default pawn to your player character.
else you can do it through BP (you can make player take control of any pawn/character in the level; or even just spawn a new one and give player control of it)
edit: as @BorisBlade write, there is also the auto posses method