This is fairly easy. You can do one of two things:
Have the same Character BP and switch its mesh on Begin Play (based on a previous selection). Or have several characters loaded in the level and Possess one of them when you begin your level.
If each character has different animations / abilities, etc then go with the second solution.
You can create a character select Level where you have all your Meshes displaying (Or a list for the Player to choose). You can save this selection on the Game Instance BP and then call this BP to get the character reference when you load your level.
Check out this post about it - https://answers.unrealengine.com/questions/91531/how-to-use-the-gameinstance-bp-to-send-info-to-oth.html
Hope this helps!