Okay I’ve chucked this together, it’s nothing special but should give you an idea how I implemented mine, not saying it it the right way but it works for me 
Using the multiplayer shootout blueprints as a template (Game mode, player controller etc so a lot is already there like the respawn event and event post login)
Here from the event post login I run the function character select in player controller. I do it here because this event is triggered when the user joins the game.
This creates the widget it is basic I just added a black background and two buttons (Character one and Character two)
When a button is chosen it sets a variable in player controller to the chosen integer
When the variable changes I set up a rep notify that removes the widget and goes back to the Game mode to continue the original Event Post Log in
The Event post log in then calls a function named client post log in which sets up the UI and calls respawn function
This shows apart of the respawn function, as you can see it gets the variable set by the chosen character and spawns a different character
In world settings I have Default pawn set to none everything else set up to your classes (I.e default controller = MyPlayerController, Game mode = MyGameMode)